Hsi 24200A3 -- 22400M3

Hsi 24200A3 -- 22400M3
最影響恆生指數的股份=最影響香港投資氣氛的股份=最多人投資的股份

call-put protection:

1手941: every $2.5: +100 14-15/01/13
Max: $6232/(2.5*400)= 6 contracts(+600)
Min: $5712/(2.5*400)= 5 contracts(+500)

2手 700: Every $5: +100 15-16/01/13
Max: $6232/(5*100)= 12 contracts(+1200)
Min: $5712/(5*100)= 11 contracts(~10 contracts)(1100)

Ratio:1/2

Future:23452 9:15,16/01/13
ATM:23400 put
Buy 30 at 22400 M3, sell at 37(+350)

Max: $6232/(30*50)= 4contracts(+1400)
Min: $5712/(30*50)= 3 contracts(+1050)


http://www.hkex.com.hk/eng/invest/isc.htm
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