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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

16345 BI-HSBC@EC2512A

Call / Underlying: 0005 HSBC HOLDINGS

0.193 -0.008 (-3.98%)

  • Day High0.200
  • Day Low0.193
  • Open0.200
  • Last Close0.201
  • Turnover
    ($K)
    45
  • Volume
    (K)
    228
Last Update: 26-06-2025 16:20 (15 mins delayed)
Bid*
0.193
Ask*
0.198
0.001
Underlying* 95.40 -0.20
*15 mins delayed

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
26-06-2025 0.193 22.69% 24.39
25-06-2025 0.201 23.82% 24.40
24-06-2025 0.181 23.88% 24.19
23-06-2025 0.151 23.70% 24.43
20-06-2025 0.158 23.71% 23.86
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom26-05-2025To26-06-202526/0528/0530/0503/0605/0609/0611/0613/0617/0619/0623/0625/060.1400.1600.1800.2000.2200.2400.26022.023.024.025.026.027.028.0
Warrant Price
Implied Volatility(%)
Last Update : 26-06-2025 16:20 (15 mins delayed)