【摘 要】
：
由于缺乏卖空机制,认沽权证与认购权证价格不会互相制约武钢此次同时发行认购和认沽权证,两者存续期、到期日均相同。从理论上讲,认购与认沽权证之间存在如下的平价关系:c为
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由于缺乏卖空机制,认沽权证与认购权证价格不会互相制约武钢此次同时发行认购和认沽权证,两者存续期、到期日均相同。从理论上讲,认购与认沽权证之间存在如下的平价关系:c为认购权证价格,p为认沽权证价格,S为股票价格,X为执行价格(当认沽、认购权证的执行价格不同时,只用做出简
Due to the lack of short selling mechanism, put warrants and subscription warrants prices will not restrict each other WISCO simultaneously issued subscription and put warrants, both duration and maturity are the same. Theoretically, there are the following parity relationships between subscription and put warrants: c is the price of the warrant, p is the price of the put warrant, S is the stock price, X is the strike price (when the put and call warrant exercise price Different time, only to make Jane
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