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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

15876 JPBAIDU@EP2510A

Put / Underlying: 9888 Baidu

0.066 -0.002 (-2.94%)

  • Day High0.065
  • Day Low0.065
  • Open0.065
  • Last Close0.068
  • Turnover
    ($K)
    2
  • Volume
    (K)
    30
Last Update: 23-05-2025 16:20 (15 mins delayed)
Bid*
0.066
Ask*
0.067
0.001
Underlying* 83.10 +0.45
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.0640.0660.0680.070.0728384858687
Warrants Price
Underlying Price
Listing Date
11-04-2025
Today
25-05-2025
Last Trading Date
03-10-2025
Maturity Date
10-10-2025

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
23-05-2025 0.066 49.83% 46.66
22-05-2025 0.068 49.77% 47.16
21-05-2025 0.062 52.14% 47.40
20-05-2025 0.057 52.26% 47.55
19-05-2025 0.061 51.92% 48.10
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom23-04-2025To23-05-202524/0428/0430/0406/0508/0512/0514/0516/0520/0522/050.0400.0600.0800.1000.1200.1400.16048.050.052.054.056.058.060.0
Warrant Price
Implied Volatility(%)
Last Update : 23-05-2025 16:20 (15 mins delayed)