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4、附表4 认购与认沽权证相关指标对比
|
交易日期 |
认购证
平均隐含
波动率 |
认沽证
平均隐含
波动率 |
认购证
平均溢价比率 |
认沽证
平均溢价比率 |
认购证
平均换手率 |
认沽证
平均换手率 |
|
05-11-23 |
119.45% |
88.85% |
48.29% |
28.88% |
148.29% |
2.15% |
|
05-11-24 |
135.95% |
124.48% |
53.52% |
41.94% |
116.00% |
8.49% |
|
05-11-25 |
149.18% |
166.82% |
56.00% |
56.36% |
150.18% |
65.76% |
|
05-11-28 |
133.82% |
123.56% |
53.21% |
41.29% |
328.62% |
2.73% |
|
05-11-29 |
122.60% |
89.79% |
49.46% |
29.47% |
280.67% |
2.32% |
|
05-11-30 |
125.01% |
90.54% |
48.99% |
30.42% |
228.43% |
180.07% |
|
05-12-1 |
130.56% |
92.64% |
50.90% |
30.91% |
199.44% |
120.02% |
|
05-12-2 |
120.74% |
80.10% |
49.44% |
25.07% |
193.78% |
76.44% |
|
05-12-5 |
136.54% |
78.28% |
52.95% |
25.38% |
230.32% |
46.10% |
|
05-12-6 |
133.33% |
77.83% |
51.40% |
24.75% |
204.02% |
121.14% |
|
05-12-7 |
135.62% |
72.60% |
52.71% |
23.02% |
178.14% |
90.71% |
|
05-12-8 |
134.73% |
73.96% |
53.49% |
23.60% |
107.75% |
157.13% |
|
05-12-9 |
122.37% |
71.60% |
48.72% |
23.53% |
109.34% |
82.82% |
|
05-12-12 |
118.31% |
72.45% |
47.35% |
24.19% |
114.91% |
76.24% |
|
05-12-13 |
117.75% |
71.23% |
47.87% |
23.72% |
108.28% |
81.52% |
|
05-12-14 |
114.16% |
71.10% |
47.49% |
24.39% |
96.36% |
41.99% |
|
05-12-15 |
113.35% |
70.40% |
46.84% |
23.83% |
93.19% |
48.03% |
|
05-12-16 |
108.79% |
74.36% |
43.87% |
26.13% |
67.30% |
69.57% |
|
05-12-19 |
121.81% |
80.01% |
48.00% |
28.11% |
124.35% |
79.99% |
|
05-12-20 |
128.18% |
82.99% |
49.35% |
29.24% |
169.42% |
104.40% |
|
05-12-21 |
127.58% |
83.34% |
49.66% |
28.81% |
121.46% |
149.83% |
|
05-12-22 |
131.58% |
85.97% |
51.49% |
29.88% |
180.84% |
102.21% |
|
05-12-23 |
124.48% |
82.27% |
49.11% |
28.63% |
77.42% |
89.88% |
|
05-12-26 |
115.88% |
80.68% |
45.63% |
28.50% |
61.67% |
65.86% |
|
05-12-27 |
117.95% |
80.15% |
46.20% |
28.13% |
70.94% |
38.68% |
|
05-12-28 |
115.18% |
79.19% |
44.46% |
27.71% |
40.42% |
31.21% |
|
05-12-29 |
110.70% |
77.29% |
43.61% |
27.49% |
52.28% |
38.54% |
|
05-12-30 |
113.06% |
77.35% |
44.57% |
27.01% |
69.40% |
38.02% |
|
06-1-4 |
115.36% |
83.74% |
44.80% |
30.54% |
38.08% |
30.78% |
|
06-1-5 |
119.58% |
87.45% |
45.36% |
32.10% |
86.47% |
40.84% |
|
06-1-6 |
115.92% |
85.85% |
43.23% |
31.60% |
90.55% |
37.47% |
|
06-1-9 |
116.69% |
86.45% |
43.15% |
31.48% |
50.57% |
27.44% |
|
06-1-10 |
114.84% |
85.08% |
43.25% |
31.34% |
53.81% |
24.04% |
|
06-1-11 |
115.34% |
83.23% |
43.34% |
30.10% |
60.07% |
21.53% |
|
06-1-12 |
109.90% |
80.89% |
41.37% |
29.48% |
46.14% |
20.74% |
|
06-1-13 |
111.61% |
78.64% |
42.75% |
27.74% |
41.47% |
28.43% |
|
06-1-16 |
120.28% |
78.44% |
46.77% |
26.67% |
30.47% |
17.58% |
|
06-1-17 |
117.55% |
79.26% |
45.41% |
27.48% |
31.24% |
18.55% |
|
06-1-18 |
112.18% |
78.29% |
43.27% |
27.67% |
27.41% |
21.83% |
|
06-1-19 |
106.42% |
80.60% |
38.82% |
29.02% |
31.19% |
18.22% |
|
06-1-20 |
103.18% |
76.16% |
38.61% |
27.18% |
24.70% |
20.93% |
|
06-1-23 |
90.45% |
69.24% |
33.57% |
25.08% |
71.21% |
47.28% |
|
06-1-24 |
85.90% |
67.47% |
32.54% |
25.45% |
80.23% |
41.36% |
|
06-1-25 |
82.21% |
67.23% |
30.91% |
26.14% |
67.84% |
52.47% |
|
06-2-6 |
94.10% |
82.72% |
32.09% |
32.46% |
93.63% |
51.65% |
|
06-2-7 |
103.96% |
83.49% |
35.69% |
31.89% |
139.28% |
64.50% |
|
06-2-8 |
97.30% |
80.33% |
33.03% |
31.14% |
93.12% |
29.19% |
|
06-2-9 |
103.62% |
82.88% |
35.02% |
31.18% |
106.70% |
69.22% |
|
06-2-10 |
100.55% |
82.49% |
33.29% |
31.53% |
135.66% |
49.67% |
|
06-2-13 |
103.46% |
84.48% |
33.75% |
31.72% |
91.67% |
42.22% |
|
06-2-14 |
102.65% |
85.14% |
34.00% |
32.53% |
62.96% |
48.12% |
|
06-2-15 |
103.76% |
87.52% |
34.60% |
33.50% |
50.58% |
30.35% |
|
06-2-16 |
102.61% |
80.53% |
35.90% |
30.45% |
45.52% |
29.93% |
|
06-2-17 |
94.32% |
77.97% |
32.77% |
30.55% |
53.26% |
32.44% |
|
06-2-20 |
101.05% |
80.54% |
34.63% |
31.16% |
49.28% |
23.07% |
|
06-2-21 |
96.04% |
83.71% |
30.90% |
32.81% |
81.83% |
47.16% |
|
06-2-22 |
97.09% |
85.34% |
30.43% |
33.19% |
72.70% |
30.86% |
|
06-2-23 |
92.47% |
80.89% |
29.03% |
31.51% |
68.19% |
31.40% |
|
06-2-24 |
93.41% |
83.09% |
29.03% |
32.42% |
52.83% |
29.57% |
|
06-2-27 |
99.88% |
84.90% |
31.90% |
31.91% |
37.11% |
42.02% |
|
06-2-28 |
95.93% |
83.27% |
30.36% |
31.61% |
56.35% |
46.52% |
|
06-3-1 |
97.41% |
85.49% |
30.97% |
32.31% |
32.55% |
34.09% |
|
06-3-2 |
95.37% |
59.92% |
32.06% |
24.57% |
32.97% |
52.41% |
|
06-3-3 |
91.27% |
57.42% |
30.53% |
23.70% |
24.44% |
61.85% |
|
06-3-6 |
91.48% |
56.68% |
30.15% |
23.41% |
23.29% |
43.04% |
|
06-3-7 |
92.09% |
49.68% |
32.03% |
19.10% |
18.55% |
52.56% |
|
06-3-8 |
92.65% |
47.83% |
33.30% |
18.09% |
16.46% |
49.69% |
|
06-3-9 |
104.21% |
49.78% |
35.90% |
18.47% |
91.00% |
51.51% |
|
06-3-10 |
99.38% |
48.77% |
34.03% |
18.48% |
87.89% |
43.56% |
交易日期认购证平均隐含波动率认沽证平均隐含波动率认购证平均溢价比率认沽证平均溢价比率认购证平均换手率认沽证平均换手率
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