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20797 (BAIDU Put)

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Last Price (HKD)
-
- (-)
Bid (Delayed*)
-
Ask (Delayed*)
-
  • Open
    -
  • High
    -
  • Low
    -
  • Previous Close
    -
  • Turnover
    -
  • Volume
    -
  • No. of transactions
    14
  • Strike
    95.83
  • Moneyness
    10.7 OTM
  • Premium
    16.89%
  • Lot size
    2,500
  • Effective Gearing
    4.6 X
  • Expiry Date
    2026-03-26
  • Implied Volatility 50.11%
Last Update: -     |     (Delayed*) - At least delayed by 15 minutes
20797 SGBAIDU@EP2603A
Type:
Strike
Expiry (Y-M)
(Y-M) 85%-92.5% 92.5%-97.5% 97.5%-102.5% 102.5%-107.5% 107.5%-115% 115%-125%
The lowest and highest implied volatility of similar terms product in the market    SG Product Implied Volatility    20797
Implied Volatility Data (10D)
Date Warrant Price Implied Volatility(%)
2025-11-21 0.133 50.11
2025-11-20 0.103 50.73
2025-11-19 0.118 51.31
2025-11-18 0.123 52.56
2025-11-17 0.117 53.48
2025-11-14 0.105 53.84
2025-11-13 0.078 55.04
2025-11-12 0.077 54.64
2025-11-11 0.072 55.00
2025-11-10 0.079 54.39