105 lines
3.8 KiB
Plaintext
105 lines
3.8 KiB
Plaintext
version:
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trades[0][TTMDays]: 496.00
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trades[0][CalcId]: 2
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trades[0][BarrierLow]: 0
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trades[0][StrikeGearingFactor]: 1
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trades[0][LowerRange]: 0
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trades[0][UpperRange]: 0
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trades[0][BonusRate]: 0
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trades[0][CouponDayCount]: Act365
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trades[0][KOBarrier]: 1.03
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trades[0][KIBarrier]: 0.8
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trades[0][SpreadStrike1]: 1
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trades[0][Coupon]: 0
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trades[0][KIPayoffType]: 1
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trades[0][AnnualizeFactor2]: 1
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trades[0][CouponBarrier]: 0
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trades[0][CouponPayType]: 0
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trades[0][KOPayoffType]: 0
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trades[0][KORebate]: 0.1991
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trades[0][KORebateType]: 0
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trades[0][KIParticipationRate]: 0
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trades[0][ProfitRate]: 0
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trades[0][RateType]: 0
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trades[0][DepositType]: 0
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trades[0][KOObservationDates]: 2021-06-15,2021-07-12,2021-08-12,2021-09-13,2021-10-12,2021-11-12,2021-12-13,2022-01-12,2022-02-14,2022-03-14,2022-04-12,2022-05-12,2022-06-13,2022-07-12,2022-08-12,2022-09-12,2022-10-12,2022-11-14,2022-12-12,2023-01-12,2023-02-13,2023-03-13,2023-04-12,2023-05-12;1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03,1.03;0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991,0.1991
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trades[0][TradePremium]: 0
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trades[0][TradeType]: 雪球期权
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trades[0][TradeSavedVol]: 0.18
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trades[0][CreateDate]: 2021-05-12
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trades[0][TradeSinglePrice]: 0
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trades[0][NumOfSmoothingDays]: 162
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trades[0][ParentTradeId]: 0
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trades[0][TradeCloseVolatility]: 0.27
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trades[0][TradeOpenVolatility]: 0.18
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trades[0][CheckTradeUpdate]: 1
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trades[0][InitialSpotPrice]: 6512.05
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trades[0][IsMoneynessOption]: 是
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trades[0][TradeAmount]: 2303.4221174591717
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trades[0][StockEqvNotional]: 15000000
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trades[0][StockEqvNotionalReal]: 15000000
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trades[0][UnderlyingInstrumentType]: Stock
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trades[0][ExerciseDate]: 2023-05-12
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trades[0][TraderName]: 莫灿钦
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trades[0][TraderId]: 102
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trades[0][Strike]: 1
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trades[0][UnderlyingId]: 3319727
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trades[0][AssetBookName]: 奇异期权簿记
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trades[0][AssetId]: 9
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trades[0][Notional]: 2303.4221174591717
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trades[0][OptionType]: 看跌
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trades[0][ExerciseMode]: European
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trades[0][NoRiskRate]: 0.04
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trades[0][SpotPrice]: 6512.05
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trades[0][ClientId]: 1094
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trades[0][ClientName]: 格林顿汇岭雪球锐进1号私募证券投资基金
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trades[0][UnderlyingCode]: 000905.SH
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trades[0][UnderlyingAssetClass]: A股股票上海
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trades[0][TradeDate]: 2021-05-12
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trades[0][BuySell]: 卖出
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trades[0][StartDate]: 2021-05-12
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trades[0][MaturityDate]: 2024-05-12
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trades[0][TradePrice]: 0
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trades[0][TradeStatus]: 确认成交
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trades[0][ProcessOrderId]: 0
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trades[0][SettlementType]: 0
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trades[0][ValidState]: Valid
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trades[0][Lots]: 0
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trades[0][OriginalNotional]: 2303.4221174591717
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trades[0][TradeSource]: 导入交易
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trades[0][OriginalStockEqvNotional]: 15000000
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trades[0][OriginalStockEqvNotionalV2]: 15000000
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trades[0][IsUsePremiumRate]: true
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trades[0][AnnualizeFactor]: 1
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trades[0][ParticipationRate]: 1
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trades[0][PrincipalRate]: 0
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trades[0][SettlementDate]: 2023-05-12
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trades[0][CalcFlag]: 0
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trades[0][PremiumPayDate]: 2021-05-12
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trades[0][PremiumRate]: 0
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trades[0][UnderlyingAssetName]: 中证500
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trades[0][DurationDays]: 731
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trades[0][MarginType]: 0
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trades[0][MarginRate]: 0
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trades[0][PositionMarginRate]: 0
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trades[0][IsGroup]: 0
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trades[0][OptId]: 124
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trades[0][OptName]: 谢晓晖
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trades[0][OptDate]: 2021-05-12
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trades[0][DividendDate]: 2000-01-01
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trades[0][CallPut]: Put
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trades[0][IsMoneynessOptionData]: true
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trades[0][MetaDic][AnnualizeFactor]: /
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trades[0][MetaDic][AnnualizeFactor2]: /
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trades[0][TradeMultipleType]: 雪球期权
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trades[0][HasUnderlying]: true
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trades[0][id]: 0
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trades[0][UnderlyingName]: 中证500
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trades[0][VarietyId]: 76
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trades[0][Rebate]:
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trades[0][RebateHigh]:
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trades[0][CashOrNothingAmount]:
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trades[0][CashOrNothingAmountHigh]:
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trades[0][VolType]: 交易
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calcMargin: false
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calcAutocallGreeks: false |