茅台认沽权证定价与投资策略2006年5月30.pdfVIP

JCP1 · 2006 5 30 JCP1 JCP1 40 45% 1.577 3 2.076 1.577 2.076 G 300 580990 30.3 431,882,880 2006 5 30 2007 5 29 1 600519 2006 5 30 1 1 33.74% 2 2006 5 28 / 250% VOL/ VOL 2006 5 30 2 JCP1 12 2.076 JTP1 JCP1 1.5057 G CTP1 40 45% 80% 97 JCP1 1.577 0.256 3 3 JCP1 G 3 39.5 39.6 39.7 39.8 39.9 40 40.1 40.2 40.3 40.4 JCP1 30% 0.663 0.645 0.628 0.610 0.593 0.575 0.558 0.540 0.523 0.505 35% 1.156 1.140 1.124 1.108 1.091 1.075 1.059 1.043 1.026 1.010 40% 1.650 1.635 1.620 1.605 1.590 1.575 1.560 1.545 1.530 1.515 45% 2.144 2.130 2.116 2.103 2.089 2.075 2.061 2.048 2.034 2.020 50% 2.638 2.625 2.613 2.600 2.588 2.575 2.563 2.550 2.538 2.525 55% 3.131 3.120 3.109 3.098 3.086 3.075 3.064 3.053 3.041 3.030 5 24 62 4 3 2006 5 30 3 4 39.99 1 1.2 1.4 1.6 1.8 2 2.2 2.4 2.6 2.8 3 1 -3 30 -50% G G 15 18 22 5G ( 600519 2005 2.37 10.79 45.62 19.25 4.23 2005 1.22 11.82 53.65 21.99 4.54 2004 2.09 10.60 36.64 17.53 3.46 2004 1.15 12.52 33.85 14.72 2.70 2003 1.94 11.37 25.4 13.09 2.23 JCP1 1.577 2.076 26 30 6 2006 5 30 4 2006 5 30 5 1. 2. : Email: 2006 6 6 300 6 300 6 (100004) (010(010(010service@ 593 4 (200020) (021(021300 20% 300 5% 20% 300 -10% 5% 300 10% 300 10% 300 -10% 10% 300 10% 12 B 33 518029 (0755(07551 26 (852) 2237 6409 (852) 2104 6580