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 |
Strike Prices |
|
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 |
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 |