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SSE 50 Index Options

发布日期:2024/9/12 13:05:41 点击次数:131

SSE 50 Index selects 50 largest stocks of good liquidity and representativeness from Shanghai security market by scientific and objective method. The objective is to reflect the complete picture of those good quality large enterprises, which are most influential in Shanghai security market.


Underlying Bond

SSE 50 Index

Contract Multiplier

RMB 100

Contract Type

Call option contracts and put option contracts

Quotation Unit

Index point

Tick Size

0.2 index points

Limit Up/Down

±10% of the closing price of the SSE 50 Index on the previous trading day

Contract Months

The current month, the next two months, and the subsequent three quarterly months of the
March, June, September, and December cycle

Strike Prices

  • Strike prices(SP) cover ±10% of the closing price of the SSE 50 Index on the
    preceding trading day
  • For contracts of the current month and next two months:
  • ●  SP ≤ 2,500 index points, strike price interval is 25 index points
  • ●  2,500 < SP ≤ 5,000, strike price interval is 50 index points
  • ●  5,000 < SP ≤ 10,000, strike price interval is 100 index points
  • ●  SP > 10,000, strike price interval is 200 index points
  • For contracts of the subsequent three quarterly months:
  • ●  SP ≤ 2,500 index points, strike price interval is 50 index points
  • ●  2,500 < SP ≤ 5,000, strike price interval is 100 index points
  • ●  5,000 < SP ≤ 10,000, strike price interval is 200 index points
  • ●  SP > 10,000, strike price interval is 400 index points

Exercise Style

European

Trading Hours

09:30 a.m. - 11:30 a.m., 01:00 p.m. - 03:00 p.m.

Last Trading Day

Third Friday of the contract’s expiry month, postponed to the next business day if it falls on a
public holiday

Expiration Date

Same as "Last Trading Day”

Settlement Method

Cash settlement

Contract Code

Call options: HO Contract Month-C-Strike Price

Put options: HO Contract Month-P-Strike Price

Exchange

China Financial Futures Exchange


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