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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

15906 MB-NCI @EC2601A

Call / Underlying: 1336 NCI

0.315 -0.010 (-3.08%)

  • Day High0.345
  • Day Low0.335
  • Open0.335
  • Last Close0.325
  • Turnover
    ($K)
    27
  • Volume
    (K)
    80
Last Update: 23-05-2025 16:20 (15 mins delayed)
Bid*
0.310
Ask*
0.315
0.001
Underlying* 31.85 -0.25
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.320.330.340.350.3631.753232.2532.532.75
Warrants Price
Underlying Price
Listing Date
14-04-2025
Today
24-05-2025
Last Trading Date
29-12-2025
Maturity Date
05-01-2026

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
23-05-2025 0.315 64.85% 53.65
22-05-2025 0.325 64.76% 60.35
21-05-2025 0.345 64.89% 61.25
20-05-2025 0.345 65.02% 57.09
19-05-2025 0.310 65.24% 59.48
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom23-04-2025To23-05-202524/0428/0430/0406/0508/0512/0514/0516/0520/0522/050.2000.2500.3000.3500.4000.4500.50060.065.070.075.080.085.090.0
Warrant Price
Implied Volatility(%)
Last Update : 23-05-2025 16:20 (15 mins delayed)