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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

26699 UB-CSPC@EC2506A

Call / Underlying: 1093 CSPC PHARMA

0.080 -0.014 (-14.89%)

  • Day High0.091
  • Day Low0.073
  • Open0.086
  • Last Close0.094
  • Turnover
    ($K)
    340
  • Volume
    (K)
    4,080
Last Update: 28-05-2025 12:05 (15 mins delayed)
Bid*
0.077
Ask*
0.086
0.001
Underlying* 6.87 -0.03
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.0750.080.0850.090.0956.86.856.96.957
Warrants Price
Underlying Price
Listing Date
06-08-2024
Today
28-05-2025
Last Trading Date
19-06-2025
Maturity Date
25-06-2025

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
27-05-2025 0.094 53.98% 59.59
26-05-2025 0.052 50.12% 60.17
23-05-2025 0.062 48.53% 58.90
22-05-2025 0.051 48.51% 58.15
21-05-2025 0.056 48.86% 58.12
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom27-04-2025To27-05-202528/0430/0406/0508/0512/0514/0516/0520/0522/0526/050.0000.0200.0400.0600.0800.1000.12044.046.048.050.052.054.056.0
Warrant Price
Implied Volatility(%)
Last Update : 28-05-2025 12:05 (15 mins delayed)