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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

28947 GJ-SMIC@EC2506A

Call / Underlying: 0981 SMIC

0.075 -0.003 (-3.85%)

  • Day High0.081
  • Day Low0.081
  • Open0.081
  • Last Close0.078
  • Turnover
    ($K)
    1
  • Volume
    (K)
    12
Last Update: 23-05-2025 16:20 (15 mins delayed)
Bid*
0.070
Ask*
0.075
0.001
Underlying* 41.85 +0.05
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.0740.0760.0780.080.08241.641.84242.242.4
Warrants Price
Underlying Price
Listing Date
13-11-2024
Today
24-05-2025
Last Trading Date
23-06-2025
Maturity Date
27-06-2025

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
23-05-2025 0.075 59.39% 65.31
22-05-2025 0.078 62.17% 66.17
21-05-2025 0.085 57.68% 66.02
20-05-2025 0.095 62.15% 66.44
19-05-2025 0.080 53.77% 66.57
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom23-04-2025To23-05-202524/0428/0430/0406/0508/0512/0514/0516/0520/0522/050.0400.0800.1200.1600.2000.2400.28052.555.057.560.062.565.067.5
Warrant Price
Implied Volatility(%)
Last Update : 23-05-2025 16:20 (15 mins delayed)