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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

26833 MBCRAIL@EC2509A

Call / Underlying: 0390 CHINA RAILWAY

Listing Date
12-08-2024
Today
24-06-2025
Last Trading Date
24-09-2025
Maturity Date
30-09-2025

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
24-06-2025 0.035 68.29% 55.78
23-06-2025 0.031 67.95% 55.73
20-06-2025 0.031 67.76% 56.20
19-06-2025 0.031 66.89% 55.96
18-06-2025 0.031 63.57% 55.75
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom24-05-2025To24-06-202526/0528/0530/0503/0605/0609/0611/0613/0617/0619/0623/060.0000.0100.0200.0300.0400.0500.06050.055.060.065.070.075.080.0
Warrant Price
Implied Volatility(%)
Last Update : 24-06-2025 16:20 (15 mins delayed)