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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

27598 JP-NCI @EC2511B

Call / Underlying: 1336 NCI

1.740 -0.130 (-6.95%)

  • Day High2.03
  • Day Low1.740
  • Open2.01
  • Last Close1.870
  • Turnover
    ($K)
    2,789
  • Volume
    (K)
    1,380
Last Update: 27-06-2025 16:35 (15 mins delayed)
Bid*
1.740
Ask*
1.790
0.001
Underlying* 43.75 -1.25
*15 mins delayed
Listing Date
27-09-2024
Today
27-06-2025
Last Trading Date
19-11-2025
Maturity Date
25-11-2025

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
27-06-2025 1.740 N/A 74.75
26-06-2025 1.870 64.20% 71.61
25-06-2025 1.870 62.18% 71.93
24-06-2025 1.640 48.52% 72.26
23-06-2025 1.470 49.10% 72.45
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom27-05-2025To27-06-202528/0530/0503/0605/0609/0611/0613/0617/0619/0623/0625/0627/060.5000.7501.0001.2501.5001.7502.0000.020.040.060.080.0100.0120.0
Warrant Price
Implied Volatility(%)
Last Update : 27-06-2025 16:35 (15 mins delayed)