Non-collateralized nature of structured products

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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 17.39% Call 30.51% 26.16% 18.43% 0.24%
      Put 18.98% 9.07% 21.52% 3.97%  
HSCE HSCEI 15.41% Call 30.69% 14.25% 20.25% 0.11%
      Put 0% - 22.44% 1.94%  
6060 Za Online 70.43% Call 56.80% 8.41% 58.45% 1.13%
      Put 0% - 0% -  
3690 MEITUAN 42.22% Call 57.66% 25.49% 41.21% 1.86%
      Put 0% - 44.38% 0.10%  
2823 Ishares A50 14.32% Call 61.34% 96.32% 19.03% 1.46%
      Put 53.44% 21.38% 26.05% -  
2822 CSOP A50 ETF 14.73% Call 60.79% 88.72% 20.51% 2.53%
      Put 47.48% 14.10% 27.57% 1.99%  
2628 China Life 21.80% Call 43.53% 17.64% 28.02% 0.18%
      Put 57.96% 7.97% 32.84% 0.31%  
2382 Sunny Optical 35.89% Call 55.33% 1.54% 53.23% 1.26%
      Put 50.55% - 54.45% 1.17%  
2318 Ping an 18.10% Call 35.81% 39.24% 22.52% 2.38%
      Put 23.99% 0.47% 23.00% 5.50%  
2018 AAC Tech 42.17% Call 66.61% 46.36% 50.87% 1.12%
      Put 81.77% 46.84% 51.60% 2.51%  
1876 BUD APAC 35.13% Call 0% - 38.12% 5.09%
      Put 0% - 46.66% 0.52%  
1833 Intime 55.19% Call 0% - 78.00% -
      Put 0% - 0% -  
1810 Xiaomi 26.06% Call 54.96% 6.69% 36.22% 3.47%
      Put 47.57% 15.11% 36.23% 5.95%  
1299 AIA 26.41% Call 43.92% 18.18% 27.89% 0.53%
      Put 36.77% 12.25% 28.10% 2.36%  
1211 Byd Company 25.17% Call 0% - 40.25% 2.55%
      Put 35.10% 22.20% 43.49% 2.78%  
1177 Sino Biopharm 31.46% Call 71.58% 47.86% 54.65% 4.90%
      Put 0% - 60.16% 1.29%  
1093 Cspc Pharma 43.00% Call 51.66% 12.22% 51.45% 1.17%
      Put 0% - 53.39% 0.81%  
0941 China Mobile 15.01% Call 42.36% 2.43% 21.31% 2.33%
      Put 27.18% 33.81% 20.95% 1.55%  
0939 CCB 18.66% Call 29.73% 6.83% 22.47% 0.53%
      Put 47.63% 40.12% 24.75% 0.08%  
0883 CNOOC 24.07% Call 37.16% 9.79% 32.62% 1.61%
      Put 31.89% 2.21% 35.53% 0.88%  
Last updated: 2019-11-21