Warrants > Volatility Data
Last update: 2013-05-23 13:55:00 (15 mins delayed)
| Underlying | Historical volatility (30 Days) |
Call/Put | 15% ITM - 5% ITM Warrent Volatilities Information |
Compare with last week | 5% ITM - 5% OTM Warrent Volatilities Information |
Compare with last week | 5% OTM - 15% OTM Warrent Volatilities Information |
Compare with last week |
| HANG SENG INDEX (HSI) | 13.9 | Call | 30.0 | 19.8 | 15.6 | 2.9 | 16.1 | 0.4 |
| Put | 26.0 | -1.2 | 23.3 | N/A | 23.0 | -0.1 | ||
| CHINA LIFE (2628) | 26.9 | Call | 36.5 | 3.4 | 31.4 | 0.5 | 33.1 | 2.9 |
| Put | 31.4 | -0.5 | 31.8 | -1.1 | 38.5 | 4.1 | ||
| HSBC HOLDINGS (0005) | 13.6 | Call | 35.6 | 8.9 | 26.7 | 8.4 | 22.5 | 1.0 |
| Put | N/A | N/A | 22.2 | 22.2 | 22.2 | -0.3 | ||
| CHINA MOBILE (0941) | 10.6 | Call | 30.3 | 30.3 | 18.8 | 0.6 | 22.9 | -1.1 |
| Put | N/A | N/A | 19.7 | 0.8 | 21.2 | -0.8 | ||
| TENCENT (0700) | 31.0 | Call | 35.9 | 7.4 | 32.8 | 5.3 | 29.2 | 2.3 |
| Put | N/A | N/A | 29.5 | -1.9 | 31.0 | 0.4 | ||
| CCB (0939) | 18.3 | Call | N/A | -27.8 | 30.3 | 3.9 | 29.9 | 2.4 |
| Put | 32.8 | -0.8 | 25.9 | -0.3 | 31.4 | 5.1 | ||
| ICBC (1398) | 18.8 | Call | 26.8 | 1.5 | 25.3 | 1.6 | 35.6 | 7.8 |
| Put | N/A | N/A | 27.3 | -1.6 | 26.9 | -0.1 | ||
| PING AN (2318) | 23.4 | Call | N/A | N/A | 31.5 | 1.7 | 35.9 | 5.6 |
| Put | 34.2 | 34.2 | 33.8 | -3.1 | 33.1 | 3.1 | ||
| HANG SENG CEI (HSCE) | 19.3 | Call | 14.0 | 1.7 | 19.5 | 1.3 | 21.4 | 1.3 |
| Put | 39.1 | 7.3 | 33.1 | 0.1 | 32.8 | 1.4 | ||
| AIA (1299) | 19.6 | Call | 51.0 | 17.3 | 25.0 | 0.3 | 27.2 | -0.1 |
| Put | N/A | N/A | 26.4 | 26.4 | 30.1 | 0.5 |
implied volatilty of warrants with same underlying, same type and delta between 10 - 70%
Last Update: 2013-05-23 13:55:00 (15 mins delayed)
| Underlying | 2013-05-22 | 2013-05-21 | 2013-05-20 | 2013-05-16 | 2013-05-15 | ||||||||||
| 10 Days | 30 Days | 100 Days | 10 Days | 30 Days | 100 Days | 10 Days | 30 Days | 100 Days | 10 Days | 30 Days | 100 Days | 10 Days | 30 Days | 100 Days | |
| HANG SENG INDEX (HSI) | 13.3 | 13.6 | 14.0 | 13.1 | 13.5 | 14.0 | 13.0 | 15.9 | 14.0 | 10.5 | 15.2 | 13.8 | 10.8 | 15.2 | 13.8 |
| CHINA LIFE (2628) | 29.2 | 29.3 | 29.3 | 28.7 | 29.0 | 29.3 | 26.5 | 30.4 | 29.0 | 25.7 | 30.2 | 29.2 | 25.4 | 30.1 | 29.2 |
| HSBC HOLDINGS (0005) | 11.1 | 13.7 | 15.4 | 11.1 | 13.7 | 15.4 | 9.7 | 14.7 | 15.3 | 9.5 | 14.5 | 15.3 | 9.5 | 14.8 | 15.3 |
| CHINA MOBILE (0941) | 9.0 | 10.5 | 12.1 | 7.1 | 9.9 | 12.1 | 6.4 | 10.2 | 12.1 | 4.7 | 9.8 | 12.0 | 4.3 | 9.9 | 12.0 |
| TENCENT (0700) | 45.6 | 31.3 | 26.5 | 43.1 | 30.5 | 26.3 | 36.0 | 27.8 | 24.6 | 23.7 | 22.1 | 22.6 | 22.5 | 22.5 | 22.4 |
| CCB (0939) | 18.1 | 18.3 | 21.2 | 17.2 | 17.8 | 21.1 | 15.5 | 20.7 | 21.0 | 15.5 | 20.7 | 21.0 | 15.1 | 20.7 | 21.0 |
| ICBC (1398) | 18.9 | 19.0 | 21.4 | 15.6 | 17.9 | 21.2 | 14.6 | 19.4 | 21.1 | 15.4 | 19.5 | 21.1 | 14.6 | 19.7 | 21.0 |
| PING AN (2318) | 27.0 | 24.7 | 24.5 | 28.3 | 25.0 | 24.6 | 26.4 | 26.2 | 24.5 | 26.0 | 26.0 | 25.0 | 25.9 | 26.1 | 25.0 |
| HANG SENG CEI (HSCE) | 17.2 | 19.3 | 20.2 | 17.9 | 19.2 | 20.2 | 18.1 | 21.2 | 20.1 | 16.9 | 20.9 | 20.1 | 17.3 | 21.0 | 20.1 |
| AIA (1299) | 24.0 | 19.5 | 20.2 | 22.9 | 19.3 | 20.9 | 16.4 | 21.0 | 20.1 | 16.2 | 21.0 | 20.6 | 16.1 | 21.0 | 20.6 |
Last Update: 2013-05-23 13:55:00 (15 mins delayed)
Last Update: 2013-05-23 13:55:00 (15 mins delayed)