Non-collateralized nature of structured products

Hotline: +852 2971 6668    ol-hkwarrants@ubs.com

Top 30 average implied volatility

Underlying Underlying name Historial
volatility
30 (%)
Type Avg IV of
warrants
(<3 months
to maturity)
(%)
Compare
with
last week
Avg IV of
warrants
(>3 months
to maturity)
(%)
Compare
with
last week
IV
graph
HSI Hang Seng Index 18.12% Call 39.43% 42.66% 19.67% 1.89%
      Put 23.83% 9.51% 20.60% 2.08%  
3968 CM Bank 26.93% Call 40.26% 16.74% 34.37% 1.83%
      Put 38.41% 2.56% 39.10% 2.22%  
3888 Kingsoft 56.07% Call 72.55% 14.63% 59.40% 0.82%
      Put 58.52% 0.25% 0% -  
3690 MEITUAN 36.15% Call 55.04% 35.29% 45.55% 3.10%
      Put 49.41% 1.39% 47.60% 0.97%  
2822 CSOP A50 ETF 15.39% Call 26.19% 6.21% 22.37% 1.32%
      Put 40.59% 24.92% 29.11% 1.84%  
2628 China Life 22.83% Call 70.75% 58.60% 31.17% 0.43%
      Put 29.32% 17.38% 32.35% 2.54%  
2382 Sunny Optical 36.51% Call 33.87% 37.46% 56.90% 2.82%
      Put 66.24% 17.04% 58.00% 1.83%  
2331 Li Ning 42.11% Call 0% - 58.86% 5.38%
      Put 0% - 60.38% 2.75%  
2318 Ping an 15.86% Call 32.08% 22.69% 26.20% 1.31%
      Put 53.60% 28.78% 25.05% 1.11%  
2018 AAC Tech 55.62% Call 50.59% 3.91% 53.20% 0.43%
      Put 52.56% 3.90% 54.82% 1.97%  
1918 Sunac 37.40% Call 60.50% 19.38% 46.68% 1.56%
      Put 49.08% 16.27% 49.93% 0.31%  
1810 Xiaomi 33.04% Call 42.56% 0.44% 39.05% 0.27%
      Put 46.43% 1.19% 41.57% 2.19%  
1398 ICBC 17.26% Call 60.77% 57.47% 24.41% 1.62%
      Put 23.68% 2.43% 24.00% 3.34%  
1299 AIA 30.07% Call 33.61% 8.41% 29.07% 3.23%
      Put 27.90% 1.48% 27.67% 4.70%  
1177 Sino Biopharm 43.15% Call 105.17% 0.76% 59.54% 0.13%
      Put 0% - 63.74% 0.17%  
1093 Cspc Pharma 45.93% Call 55.86% 5.27% 50.06% 1.51%
      Put 87.93% 70.55% 53.93% 1.57%  
0981 Smic 40.77% Call 57.54% 2.51% 53.63% 3.57%
      Put 0% - 0% -  
0941 China Mobile 23.38% Call 31.28% 11.18% 24.58% 1.78%
      Put 22.04% 27.90% 21.72% 2.01%  
0939 CCB 17.27% Call 42.47% 21.86% 22.99% 4.22%
      Put 31.59% 0.58% 19.57% 1.03%  
0883 CNOOC 32.93% Call 55.41% 1.22% 34.10% 1.52%
      Put 43.17% 29.95% 34.43% 0.00%  
Last updated: 2019-09-20