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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
    9
  • Strike
    95.83
  • Moneyness
    18.5 OTM
  • Premium
    23.19%
  • Lot size
    2,500
  • Effective Gearing
    4.4 X
  • Expiry Date
    2026-03-26
  • Implied Volatility 53.06%
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(%)
2025-10-31 0.110 53.06
2025-10-30 0.104 54.28
2025-10-28 0.095 54.64
2025-10-27 0.094 55.22
2025-10-24 0.119 54.16
2025-10-23 0.127 54.41
2025-10-22 0.135 54.63
2025-10-21 0.127 55.16
2025-10-20 0.134 56.14
2025-10-17 0.153 55.47