各位战友,有人喊撤吗?
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作者: (等级:2 - 初出茅庐,发帖:395) 发表:2010-01-29 17:42:56  11楼 
如果做的是海指STI 的warrant,而海指偏偏又计算错误,比如今天收盘价,理应跌20点左右,而不是只跌12点。 该怎样决定 warrant 的价钱?
depends on which warrants you are playing,, different MM's quoting is different
for Eg.; as what I know,,

DB and SGA will quote based on the Reuters price,, (bloomberg or reuters or Nextview's price are the same)

But BNP will quote based on their own logic,, I heard they quote based on the marketdepth of STI component stocks,, so much more difficult to calculate the "correct quoting price"

If like today's error,, if now is still in the trading hour,, DB and SGA will “将错就错“, they will still quote based on the wrong price calcalated from reuters while BNP will give u the correct quoting price since their quoting system doesn't depend on the STI point.......

that is mainly what i heard,,, not confirmed.....
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