This means the SSE 50 ETF option call or put contract with the exercise price that expires in March. The contract unit is 10,000 units. This is an ETF index option, tracking the SSE 50 Index, and the underlying object is the SSE 50 Trading Open Index.
Securities investment funds ("50ETF"), physical delivery (unless otherwise stipulated in business rules) There is a problem with the number 2200. I asked the Shanghai Stock Exchange on Weibo, but there has been no reply yet about the closing price of "50ETF" and the exercise of options on the Shanghai Stock Exchange 50ETF
The corresponding relationship between price intervals is: 3 yuan or less is 0.05 yuan, 3 yuan to 5 yuan (inclusive) is 0.1 yuan, 5 yuan to 10 yuan (inclusive) is 0.25 yuan, 10 yuan to 20 yuan (inclusive) is 0.5 yuan
, 20 yuan to 50 yuan (inclusive) is 1 yuan, 50 yuan to 100 yuan (inclusive) is 2.5 yuan, and more than 100 yuan is 5 yuan.
(6) Contract coding.
Contract codes are used to identify and record option contracts, are unique and are not reused.
The SSE 50ETF option contract code consists of 8 digits, and the listed contracts are arranged in sequence starting from 10000001.
(7) Contract transaction code.
The contract trading code includes the contract subject matter, contract type, expiration month, exercise price and other factors. Market participants: With the approval of the China Securities Regulatory Commission, the Shanghai Stock Exchange (hereinafter referred to as the "Exchange") decided on February 9, 2015
Listed and traded SSE 50 ETF option contracts (hereinafter referred to as “SSE 50 ETF options”).
The relevant matters are hereby notified as follows: 1. The subject matter of the SSE 50 ETF option contract is "SSE 50 Traded Open-End Index Securities Investment Fund".
Since February 9, 2015, the Exchange has listed the corresponding SSE 50 ETF option contracts according to different contract types, expiration months and exercise prices.
The securities abbreviation of the SSE 50 Exchange-traded Open-End Index Securities Investment Fund is "50ETF", the securities code is "510050", and the fund manager is China Asset Management Co., Ltd.
2. The basic terms of SSE 50 ETF options are as follows: (1) Contract type.
Contract types include call options and put options.
(2) Contract unit.
Each option contract corresponds to 10,000 "50ETF" fund shares.
(3) Expiration month.
The expiration months of the contract are the current month, the next month and the following two quarter months, up to 4 months.
The expiration months of the first batch of listed options contracts are March, April, June and September 2015.
(4) Exercise price.
The first batch of options contracts listed and added according to the new expiration month set 5 exercise prices, including the benchmark exercise price selected based on the exercise price interval that is closest to the closing price before "50ETF" (the closest to the closing price before "50ETF"
When there are two exercise prices of the closing price, the higher one will be the base exercise price), and 2 exercise prices higher and 2 lower than the base exercise price will be selected in sequence based on the distance between the exercise prices.
When the closing price of "50ETF" changes, resulting in less than 2 option contracts with exercise prices higher (lower) than the benchmark exercise price, new exercise price contracts will be added in order according to the exercise price spacing, so that the exercise price
There are 2 option contracts higher (lower) than the benchmark exercise price.
(5) Exercise price distance.
The exercise price interval is set according to the "50ETF" closing price partition. The corresponding relationship between the "50ETF" closing price and the Shanghai Stock Exchange 50ETF option exercise price interval is: 3 yuan or less is 0.05 yuan, and 3 yuan to 5 yuan (inclusive) is 0.1
Yuan, 5 yuan to 10 yuan (inclusive) is 0.25 yuan, 10 yuan to 20 yuan (inclusive) is 0.5 yuan, 20 yuan to 50 yuan (inclusive) is 1 yuan, 50 yuan to 100 yuan (inclusive) is 2.5 yuan,
5 yuan for orders over 100 yuan.
(6) Contract coding.
Contract codes are used to identify and record option contracts, are unique and are not reused.
The SSE 50ETF option contract code consists of 8 digits, and the listed contracts are arranged in sequence starting from 10000001.
(7) Contract transaction code.
The contract transaction code includes contract subject matter, contract type, expiration month, exercise price and other elements.
The trading code of the SSE 50ETF options contract has 17 digits, and the specific composition is as follows: the 1st to 6th digits are the underlying security codes of the contract; the 7th digit is C or P, indicating call options or put options respectively; the 8th and 6th digits are
The 9th digit represents the last two digits of the expiration year; the 10th and 11th digits represent the expiration month; the 12th digit is set to "M" at the beginning of the period, and changes sequentially from "A" to "Z" according to the number of contract adjustments, such as
A change to "A" indicates that the option contract has been adjusted for the first time, a change to "B" indicates that the option contract has been adjusted for the second time, and so on; the 13th to 17th digits indicate the exercise price, and the unit is 0.001 yuan.