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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

16575 MS-ICBC@EC2512B

Call / Underlying: 1398 ICBC

0.215 -0.002 (-0.92%)

  • Day High0.231
  • Day Low0.210
  • Open0.224
  • Last Close0.217
  • Turnover
    ($K)
    355
  • Volume
    (K)
    1,578
Last Update: 15-07-2025 10:50 (15 mins delayed)
Bid*
0.213
Ask*
0.215
0.001
Underlying* 6.19 +0.01
*15 mins delayed
Listing Date
15-05-2025
Today
15-07-2025
Last Trading Date
16-12-2025
Maturity Date
22-12-2025

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
14-07-2025 0.217 29.20% 35.93
11-07-2025 0.231 29.23% 35.87
10-07-2025 0.239 28.37% 28.74
09-07-2025 0.188 28.25% 31.48
08-07-2025 0.204 28.36% 28.90
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom14-06-2025To14-07-202516/0618/0620/0624/0628/0602/0704/0708/0710/0714/070.1000.1500.2000.2500.3000.3500.40028.028.529.029.530.030.531.0
Warrant Price
Implied Volatility(%)
Last Update : 15-07-2025 10:50 (15 mins delayed)