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《高盛认股证牛熊证》小米、阿里巴巴连升三日 留意贴价小米购21387、热门条款沽19808;低街货高杠杆阿里购20941
阿思达克 02-05 11:51
小米(1810)

正股表现:小米昨日升约4.3%。今早则高开约1.3%後升幅扩大,现报12.96元,升约3.3%,暂时为连续第三日上升,累计至今升约9%。有内媒报导,指「小米10」系列的发布会预计在本月12日或13日举行。

资金流向:观察个股认股证资金流向,可见近期资金倾向部署认沽证,过去4个交易日皆录得资金流入,合共约1,520万元。另一方面,昨日资金转向部署牛证,录得约520万元资金流入。此外,港股通於过去2个交易日共录得约8.9亿元资金净买入小米股份。

产品选择:观察市场上的认沽证,可见近日资金关注行使价在10.4元附近、六月份到期的产品。投资者如看淡,可留意当中的小米沽19808。

小米沽19808,行使价10.38元,2020年06月15日到期,实际杠杆6.7倍,热门条款

相反,投资者如看好,贴价的选择可留意价外幅度约5%的高敏感度小米购21387。以及可留意价外幅度约10%,年期约7个月的新上市小米购21494。投资者如计划部署牛证,可留意市场上首三高杠杆之一的小米牛59289,收回价与现价有约2.1元差距。

小米购21387,行使价13.52元,2020年12月18日到期,实际杠杆4.0倍,贴价、高敏感度

小米购21494,行使价14.2元,2020年08月18日到期,实际杠杆5.0倍,新上市

小米牛59289,收回价10.88元,行使价10.48元,换股比率10,杠杆比率5.2倍,市场上首三高杠杆之一牛证

阿里巴巴(9988)

正股表现:阿里巴巴昨日重上210元水平,收市升约4%。今早继续上升,最高见218.6元。现报216.4元,升约1.5%,暂时为连续第三日上升,累计至今升约8%。

资金流向:观察个股认股证资金流向,过去4个交易日皆录得资金流入认沽证,合共约540万元。

产品选择:观察市场上的认购证,可见部分行使价在240至250元间的产品已累积高街货。因此投资者如看好,可转而留意其他条款的低街货产品。例如价外幅度约10%,年期约5个月的低街货阿里购20941。

阿里购20941,行使价239.28元,2020年06月23日到期,实际杠杆8.3倍,低街货

相反,投资者如看淡,可留意价外幅度约4%,年期约5个月,属市场上贴价条款产品中,杠杆最突出的阿里沽20490。

阿里沽20490,行使价207.08元,2020年06月23日到期,实际杠杆7.0倍,贴价条款产品中,杠杆最高高盛其他产品条款:

阿里购19825,行使价226.19元,2020年05月27日到期,实际杠杆8.7倍

阿里沽18738,行使价188.0元,2020年07月07日到期,实际杠杆8.1倍

注: 以上数据资料来自高盛认股证牛熊证网站~重要声明:

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