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 27.68% Call 72.15% 68.31% 21.43% 4.06%
      Put 33.45% 0.28% 29.50% 2.70%  
9999 NTES-S 38.24% Call 55.66% 22.42% 42.85% 1.12%
      Put 56.91% 8.22% 47.34% -  
9988 BABA-SW 45.80% Call 48.71% 14.63% 38.58% 0.04%
      Put 39.24% 7.26% 40.84% 1.67%  
9888 BAIDU INC-CLASS A 53.46% Call 47.64% - 47.13% 1.30%
      Put 0% - 48.15% 2.68%  
9868 XPENG INC - CLASS A SHARES 69.84% Call 0% - 84.87% 1.05%
      Put 0% - 99.23% 0.60%  
9618 JD.COM INC-CLASS A 51.45% Call 0% - 49.42% 2.04%
      Put 0% - 58.43% 0.06%  
3690 MEITUAN 54.47% Call 0% - 49.79% 0.59%
      Put 0% - 52.10% 0.05%  
2899 Zijin Mining 42.09% Call 47.72% 25.12% 44.87% 7.89%
      Put 0% - 49.92% 7.73%  
2840 SPDR Gold Trust 10.59% Call 33.26% 10.20% 17.05% 0.48%
      Put 0% - 18.47% 1.16%  
2333 Greatwall Motor 46.73% Call 0% - 51.01% 2.85%
      Put 0% - 0% -  
2318 Ping an 47.84% Call 43.57% 2.53% 44.47% 27.93%
      Put 87.05% 34.03% 43.45% 8.28%  
2269 Wuxi Bio 117.52% Call 0% - 82.45% -
      Put 0% - 84.83% 10.35%  
2018 AAC Tech 51.85% Call 67.60% 11.03% 53.80% 3.21%
      Put 0% - 56.24% 1.76%  
2015 LI AUTO-W 51.88% Call 65.09% 18.36% 60.98% 1.09%
      Put 106.61% 127.66% 67.25% 2.50%  
1810 Xiaomi 42.52% Call 48.59% 7.33% 44.54% 1.41%
      Put 57.99% 5.70% 43.30% 2.57%  
1772 GANFENGLITHIUM 59.56% Call 0% - 59.01% 2.60%
      Put 0% - 0% -  
1347 HUA HONG SEMICONDUCTOR LTD 78.68% Call 0% - 58.63% 1.59%
      Put 0% - 0% -  
1299 AIA 33.81% Call 97.62% 62.46% 33.35% 10.02%
      Put 39.54% 1.82% 33.86% 9.54%  
1211 Byd Company 37.77% Call 0% - 39.93% 3.36%
      Put 38.03% 0.96% 40.21% 3.39%  
1024 KUAISHOU TECHNOLOGY 51.76% Call 55.66% 2.25% 52.71% 0.68%
      Put 0% - 61.17% 1.12%  
Last updated: 2024-02-26