Hong Kong Stock-Hedging Costs Tumble Before Chinese New YearBy
HSI’s one-month implied volatility is low versus peers
Cost of puts versus calls is the cheapest among Asian markets
For investors wanting to hedge Hong Kong shares, the market offers the cheapest options among major regional peers.
Ahead of the Chinese Lunar New Year holiday, contracts protecting against swings in the Hang Seng Index in the coming month have tumbled to their lowest prices in more than a year versus Australia’s S&P/ASX 200 Index, Korea’s Kospi 200 Index and India’s NSE Nifty 50 Index. Relative to the Nikkei-225 Stock Average, they’re near their cheapest since September…
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