数据和意见仅供参考







13/02
030001
038001
380002
580000
580001
580999
580998

到期日
05/12/06
03/05/07
04/09/06
30/08/06
22/11/06
22/11/06
22/12/06

执行价格
3.60000
4.85
3.73
4.5
2.9
3.13
7

股票现价
4.93000
4.11
5.1
4.14
2.93
2.93
6.69

期权理论价格
1.84743
1.26869
0.231379
0.6390132
0.6756182
0.639553
0.8456674

期权现价
2.33100
1.697
0.613
1.645
0.936
0.891
1.511

　
030001
038001
380002
580000
580001
580999
580998

内在价值
1.33000
0.74
-1.37
-0.36
0.03
0.2
0.31

时间值
1.00100
0.95700
1.98300
2.00500
0.90600
0.69100
1.20100

时间值/内在价值
75.26%
129.32%
-144.74%
-556.94%
3020.00%
345.50%
387.42%

现价/理论价
126.18%
133.76%
264.93%
257.43%
138.54%
139.32%
178.68%

现价-理论价
0.48357
0.42831
0.38162
1.0060
0.2604
0.25145
0.665333

溢价(期价-现价)
1.00100
0.957
1.983
2.005
0.906
0.691
1.201

溢价率%
20.30%
23.28%
38.88%
48.43%
30.92%
23.58%
17.95%

理论杠杆比例
2.11497
2.4219
8.320
2.517
3.130
3.288
4.4275