Does anybody know how IB margins Hong Kong warrants? Ideally long put plus long underlying would be the same as one call, but it could be margined to make believe like US stocks. Does anyone have experience trading these?
I have no idea about the margin on HK warrants, but don't you think that it's quite a leap from ES straight to HK warrants!? "...f*ck the ES, it's too crowded, I'm going to HK warrants..."
Yes it is a big step to take at once, don't worry I have traded many types of volatility. HK warrants just might be an undertraded market with some ineffcienties in it
I don´t think Hangseng, Kospi, ASX SPI 200, Taiex 50, Nikkei or SGX CNX Nifty Index Futures are "too crowded" markets...intra liquidity providers welcomed!
I find most of the Asian indexes have over priced vol, which makes it hard on straddle buyers that rarely adjust, although I think true gamma scalping would work on a lot of them. I guess I am looking for truly underpriced vol.