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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

25864 JPBAIDU@EC2512A

Call / Underlying: 9888 Baidu

0.041 +0.002 (+5.13%)

  • Day High0.041
  • Day Low0.041
  • Open0.041
  • Last Close0.039
  • Turnover
    ($K)
    16
  • Volume
    (K)
    400
Last Update: 24-06-2025 16:20 (15 mins delayed)
Bid*
0.041
Ask*
0.042
0.001
Underlying* 84.10 +0.90
*15 mins delayed
Listing Date
21-06-2024
Today
24-06-2025
Last Trading Date
18-12-2025
Maturity Date
24-12-2025

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
24-06-2025 0.041 43.24% 47.05
23-06-2025 0.039 43.41% 47.56
20-06-2025 0.038 42.96% 47.20
19-06-2025 0.037 43.37% 47.91
18-06-2025 0.042 44.03% 47.92
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom24-05-2025To24-06-202526/0528/0530/0503/0605/0609/0611/0613/0617/0619/0623/060.0350.0400.0450.0500.0550.0600.06542.043.044.045.046.047.048.0
Warrant Price
Implied Volatility(%)
Last Update : 24-06-2025 16:20 (15 mins delayed)