对580013武钢认购的一点定量分析

summerec

对580013武钢认购的一点定量分析

来自：MACD论坛(bbs.shudaoyoufang.com) 作者：summerec 浏览：13704 回复：41

首先贴上武钢认购和武钢股份的交易数据

'600005'	武钢股份			'580013'	武钢CWB1
日期	开盘	收盘	成交额	日期	开盘	收盘	成交额	成交额比	行权价	折价率
2007-4-18	10.66	10.53	1016911744	2007-4-18	5.6	5.319	3724176896	3.66	10.2	0.94
2007-4-19	10.53	9.88	1257140864	2007-4-19	5.3	4.872	1751800832	1.39	10.2	1.07
2007-4-20	9.9	10.19	1078172800	2007-4-20	5.038	4.972	1239170304	1.15	10.2	1.00
2007-4-23	10.28	10.69	1373469696	2007-4-23	5	5.102	1284037888	0.93	10.2	0.90
2007-4-24	10.8	11.7	2441388288	2007-4-24	5.122	5.927	3366964736	1.38	10.2	0.75
2007-4-25	11.65	11.47	2055954048	2007-4-25	5.9	5.683	2868624640	1.40	10.2	0.78
2007-4-26	11.5	11.6	1031662464	2007-4-26	5.745	5.831	2802633728	2.72	10.2	0.76
2007-4-27	11.61	11.19	917228864	2007-4-27	5.91	5.722	1154821760	1.26	10.2	0.83
2007-4-30	11.08	10.97	1014402112	2007-4-30	5.62	5.528	858631552	0.85	10.2	0.86
2007-5-8	11.19	11.27	1014222720	2007-5-8	5.69	5.757	1190754560	1.17	10.2	0.81
2007-5-9	11.2	11.53	1532751104	2007-5-9	5.768	5.737	2489043968	1.62	10.2	0.77
2007-5-11	12.11	11.88	2487884544	2007-5-11	6.176	5.836	2658936576	1.07	10.2	0.71
2007-5-14	11.6	11.89	1558445568	2007-5-14	5.815	5.809	1466630912	0.94	10.2	0.71
2007-5-15	11.9	11.97	1871591936	2007-5-15	5.87	5.829	1576093952	0.84	10.2	0.70
2007-5-16	12.12	12.28	1645948160	2007-5-16	6	5.938	1776491008	1.08	10.2	0.65
2007-5-17	12.31	12.56	1524732928	2007-5-17	5.97	6.044	2349861888	1.54	10.2	0.61
2007-5-18	12.5	12.8	1362541184	2007-5-18	6.042	6.005	2433035520	1.79	10.2	0.57
2007-5-21	12.4	13.09	1532505088	2007-5-21	5.8	6.054	2542811392	1.66	10.2	0.52
2007-5-22	13.09	12.87	1445932288	2007-5-22	6.061	5.913	1121508864	0.78	10.2	0.55
2007-5-23	12.8	13.44	1680680704	2007-5-23	5.93	6.093	2140258944	1.27	10.2	0.47
2007-5-24	13.5	13.11	1713172992	2007-5-24	6.15	5.958	1487552256	0.87	10.2	0.51
2007-5-25	13.05	13.1	1862942080	2007-5-25	5.958	5.969	872065088	0.47	10.2	0.51
2007-5-28	13.3	13.16	3028516352	2007-5-28	6.051	6.034	1145125504	0.38	10.2	0.51
2007-5-29	13.28	13.11	2705601536	2007-5-29	6.058	5.982	723143040	0.27	10.2	0.51
2007-5-30	12.35	11.8	1906930048	2007-5-30	5.6	5.27	1409605888	0.74	10.2	0.70
2007-5-31	11.2	11.63	1892186112	2007-5-31	5.34	5.473	2941383936	1.55	10.2	0.74
2007-6-1	11.5	10.71	1812640000	2007-6-1	5.5	5.194	1504693504	0.83	10.2	0.90
2007-6-4	10.83	10.06	1280403584	2007-6-4	5.401	5.406	3618652672	2.83	10.2	1.03
2007-6-5	10.01	10.7	1616856704	2007-6-5	5.46	5.853	5931677696	3.67	10.2	0.91
2007-6-6	10.82	10.65	1532243840	2007-6-6	5.866	5.701	2955656704	1.93	10.2	0.92
2007-6-7	10.65	10.86	1711195520	2007-6-7	5.748	5.788	2688446208	1.57	10.2	0.89
2007-6-8	10.86	10.74	1242882432	2007-6-8	5.79	5.612	1848309504	1.49	10.2	0.90
2007-6-11	10.76	10.98	1418021504	2007-6-11	5.7	5.94	3113122048	2.20	10.2	0.87
2007-6-12	11.08	11.79	2129401472	2007-6-12	6.21	7.315	9993914368	4.69	10.2	0.78
2007-6-13	11.9	11.81	1613671552	2007-6-13	8.25	8.381	11741447168	7.28	10.2	0.81
2007-6-14	11.8	11.34	1124015104	2007-6-14	7.8	7.493	6781014528	6.03	10.2	0.85
2007-6-15	11.2	11.11	1090877952	2007-6-15	7.7	7.698	5948879872	5.45	10.2	0.88
2007-6-18	11.25	11.28	1285688704	2007-6-18	8	7.437	3449437952	2.68	10.2	0.85
2007-6-19	11.3	11.25	1120263424	2007-6-19	7.43	7.096	3417241856	3.05	10.2	0.85
2007-6-20	11.28	10.95	1132861824	2007-6-20	7.121	6.496	2308796416	2.04	10.2	0.88
2007-6-21	10.88	10.96	801720448	2007-6-21	6.58	6.977	3197017088	3.99	10.2	0.89
2007-6-22	10.99	10.74	907342080	2007-6-22	6.8	6.594	4789553664	5.28	10.2	0.92
2007-6-25	10.83	10.44	743587136	2007-6-25	6.8	6.916	5195963392	6.99	10.2	0.97
2007-6-26	10	9.99	566820864	2007-6-26	6.88	7.414	6149940224	10.85	9.91	0.99
2007-6-27	10.08	10.23	539212672	2007-6-27	7.41	7.147	4150547712	7.70	9.91	0.96
2007-6-28	10.3	10.16	812969984	2007-6-28	7.16	6.613	3881207552	4.77	9.91	0.96
2007-6-29	9.97	10.06	569810176	2007-6-29	6.601	6.063	3492660480	6.13	9.91	0.98
2007-7-2	10.06	10.6	831381824	2007-7-2	6.21	6.489	4600572416	5.53	9.91	0.89
2007-7-3	10.72	10.81	797163712	2007-7-3	6.403	6.272	3412999424	4.28	9.91	0.86
2007-7-4	10.78	10.59	470421312	2007-7-4	6.21	5.965	1912065024	4.06	9.91	0.89
2007-7-5	10.4	9.92	377895232	2007-7-5	5.9	5.416	2059263488	5.45	9.91	1.00
2007-7-6	9.92	10.28	417764256	2007-7-6	5.5	5.694	3030272256	7.25	9.91	0.94
2007-7-9	10.45	10.51	406514368	2007-7-9	5.7	5.614	2031895040	5.00	9.91	0.89
2007-7-10	10.5	10.44	325141312	2007-7-10	5.588	5.319	1284984064	3.95	9.91	0.90
2007-7-11	10.41	10.3	325358656	2007-7-11	5.33	5.616	2325690112	7.15	9.91	0.93
2007-7-12	10.3	10.2	411328096	2007-7-12	5.65	5.499	1255711104	3.05	9.91	0.95
2007-7-13	10.19	10.18	338543168	2007-7-13	5.538	5.499	1149309312	3.39	9.91	0.95
2007-7-16	10.12	9.79	431633536	2007-7-16	5.501	5.176	774873728	1.80	9.91	1.02
2007-7-17	9.8	9.89	552933696	2007-7-17	5.21	5.254	1000151360	1.81	9.91	1.00
2007-7-18	9.89	9.67	862456256	2007-7-18	5.295	5.2	810674048	0.94	9.91	1.05
2007-7-19	9.6	9.37	769849984	2007-7-19	5.175	5.021	621909824	0.81	9.91	1.11
2007-7-20	9.35	9.6	903329024	2007-7-20	5.02	5.135	972637056	1.08	9.91	1.06
2007-7-23	9.6	10.56	1667788544	2007-7-23	5.151	6.335	4397551616	2.64	9.91	0.90
2007-7-24	10.9	10.95	2780541184	2007-7-24	6.52	6.013	7353998848	2.64	9.91	0.83
2007-7-25	10.91	11.32	1375128576	2007-7-25	6.041	6.231	4562383360	3.32	9.91	0.77
2007-7-26	11.35	11.24	1006628224	2007-7-26	6.28	6.146	1844137984	1.83	9.91	0.78
2007-7-27	11.12	11.73	1539388416	2007-7-27	6.1	6.359	5248019456	3.41	9.91	0.71
2007-7-30	11.73	12.56	1763390208	2007-7-30	6.388	6.643	6946433536	3.94	9.91	0.60
2007-7-31	12.59	12.64	1671155456	2007-7-31	6.609	6.481	4170319360	2.50	9.91	0.58
2007-8-1	12.8	12.48	1499382912	2007-8-1	6.542	6.29	3459979776	2.31	9.91	0.59
2007-8-2	12.77	13.09	1410721280	2007-8-2	6.51	6.64	6296961024	4.46	9.91	0.52
2007-8-3	13.24	13.4	1313837824	2007-8-3	6.801	6.668	3279205376	2.50	9.91	0.48
2007-8-6	13.58	14.49	1172278656	2007-8-6	6.812	7.001	4260992256	3.63	9.91	0.35
2007-8-7	14.61	14.8	1345929216	2007-8-7	7.008	6.813	3200252416	2.38	9.91	0.28
2007-8-8	14.6	14.23	1288877184	2007-8-8	6.788	6.529	1520239360	1.18	9.91	0.34
2007-8-10	14.53	14.78	1394538624	2007-8-10	6.7	6.601	2499669504	1.79	9.91	0.26
2007-8-13	14.85	14.34	1261059840	2007-8-13	6.65	6.426	1481330048	1.17	9.91	0.31
2007-8-14	14.2	14.33	968177216	2007-8-14	6.4	6.403	1002902528	1.04	9.91	0.31
2007-8-15	14.25	14.55	1005396224	2007-8-15	6.408	6.511	1851046144	1.84	9.91	0.29
2007-8-16	14.56	14.01	880566976	2007-8-16	6.508	6.314	1008264960	1.15	9.91	0.35
2007-8-17	13.8	13.83	838335744	2007-8-17	6.25	6.314	1481709952	1.77	9.91	0.38
2007-8-20	14.5	15.21	1927508736	2007-8-20	6.6	7.315	6736679936	3.50	9.91	0.28
2007-8-21	15.6	15.37	1299043584	2007-8-21	7.25	6.929	3994059520	3.07	9.91	0.21
2007-8-22	15	15.39	1079624704	2007-8-22	6.84	6.837	2115522560	1.96	9.91	0.20
2007-8-23	15.39	15.5	944610304	2007-8-23	6.888	6.923	2053484160	2.17	9.91	0.19
2007-8-24	15.58	16.14	1028769728	2007-8-24	6.89	6.953	2439135232	2.37	9.91	0.10
2007-8-27	16.22	16.65	1104168064	2007-8-27	7.05	6.958	2147294208	1.94	9.91	0.03
2007-8-28	16.5	16.63	768888832	2007-8-28	6.95	6.988	2316066304	3.01	9.91	0.04
2007-8-29	16.5	15.99	783023872	2007-8-29	6.89	6.663	1273851392	1.63	9.91	0.09
2007-8-30	16	16.15	716010496	2007-8-30	6.755	6.76	1092455296	1.53	9.91	0.08
2007-8-31	16.16	16.9	995738240	2007-8-31	6.8	6.925	4231837440	4.25	9.91	-0.01
2007-9-3	17	18.3	1210788480	2007-9-3	6.989	7.168	5158521856	4.26	9.91	-0.17
2007-9-4	18.46	17.97	900565120	2007-9-4	7.212	6.992	1844604672	2.05	9.91	-0.15
2007-9-5	17.9	18.2	667053120	2007-9-5	7.011	7.529	5497984512	8.24	9.91	-0.10
2007-9-6	18.27	18.78	1181210752	2007-9-6	7.8	7.855	9486302208	8.03	9.91	-0.13
2007-9-7	18.7	18.39	972928192	2007-9-7	7.929	7.692	3508162048	3.61	9.91	-0.10
2007-9-10	18	19.04	889508608	2007-9-10	7.59	8.017	3496291584	3.93	9.91	-0.14
2007-9-11	19.05	17.89	1004824000	2007-9-11	8.052	7.45	3732883712	3.71	9.91	-0.07
2007-9-12	17.68	18.16	1122799616	2007-9-12	7.6	7.771	3923876608	3.49	9.91	-0.06
2007-9-13	18.17	19.19	1426086656	2007-9-13	7.79	8.068	7556137472	5.30	9.91	-0.15
2007-9-14	19.19	20.59	1766885888	2007-9-14	8.1	8.415	11039969280	6.25	9.91	-0.27
2007-9-17	20.44	20.99	1239366400	2007-9-17	8.49	8.645	3943032576	3.18	9.91	-0.28
2007-9-18	21.09	19.58	2130064512	2007-9-18	8.768	8.315	2893737472	1.36	9.91	-0.16
2007-9-19	19.65	19.48	1798138496	2007-9-19	8.34	8.636	3822086144	2.13	9.91	-0.11
2007-9-20	19.65	19.28	1239645696	2007-9-20	8.666	8.535	3422952192	2.76	9.91	-0.10
2007-9-21	19.35	18.33	1417351808	2007-9-21	8.63	8.134	2075136512	1.46	9.91	-0.04
2007-9-24	18.1	18.57	1317931776	2007-9-24	8.128	8.224	2099816448	1.59	9.91	-0.05
2007-9-25	18.57	17.61	980896512	2007-9-25	8.159	7.94	1840725120	1.88	9.91	0.03
2007-9-26	17.39	17.04	1196803840	2007-9-26	7.946	7.981	2252722944	1.88	9.91	0.11
2007-9-27	17.1	17.57	791481920	2007-9-27	7.97	8.093	1953341184	2.47	9.91	0.05
2007-9-28	17.79	17.67	1400049664	2007-9-28	8.16	8.154	2209674496	1.58	9.91	0.05
2007-10-8	18.1	17.16	1906099968	2007-10-8	8.37	8.086	1339343360	0.70	9.91	0.10
2007-10-9	17.2	17.3	1687310080	2007-10-9	8.1	8.059	1627342080	0.96	9.91	0.08
2007-10-10	17.32	17.91	2230479360	2007-10-10	8.089	8.178	3885570560	1.74	9.91	0.02
2007-10-11	18	17.95	1025859200	2007-10-11	8.239	8.173	1597059328	1.56	9.91	0.02
2007-10-12	18.11	18.37	1901164288	2007-10-12	8.271	8.178	3912914176	2.06	9.91	-0.03
2007-10-15	18.5	20	3048386048	2007-10-15	8.3	8.695	4316061696	1.42	9.91	-0.16
2007-10-16	20.17	19.7	2064234880	2007-10-16	8.688	8.557	2870207744	1.39	9.91	-0.14
2007-10-17	19.51	19.18	1035574656	2007-10-17	8.57	8.432	1726290304	1.67	9.91	-0.10
2007-10-18	19	17.81	1101268736	2007-10-18	8.429	8.033	1474318592	1.34	9.91	0.02
2007-10-19	18	17.66	716962048	2007-10-19	8.161	7.942	1086722688	1.52	9.91	0.02
2007-10-22	17.29	16.76	939618304	2007-10-22	7.801	7.512	945174592	1.01	9.91	0.09
2007-10-23	16.7	17.4	989365184	2007-10-23	7.57	7.774	2014098688	2.04	9.91	0.04
2007-10-24	17.4	17.24	723151680	2007-10-24	7.73	7.584	1367976064	1.89	9.91	0.03
2007-10-25	16.97	15.99	955393280	2007-10-25	7.511	7.013	1401618304	1.47	9.91	0.13
2007-10-26	15.88	16.22	702722304	2007-10-26	7.044	7.07	2312733696	3.29	9.91	0.11
2007-10-29	16.4	17.06	623382144	2007-10-29	7.169	7.348	1558051456	2.50	9.91	0.03
2007-10-30	17.28	17.17	970815552	2007-10-30	7.333	7.247	1165744512	1.20	9.91	0.00
2007-10-31	17.17	17.21	831836416	2007-10-31	7.347	7.396	1532076672	1.84	9.91	0.01
2007-11-1	17.18	16.42	1177955968	2007-11-1	7.38	7.187	1118204032	0.95	9.91	0.09
2007-11-2	16.15	15.55	986778624	2007-11-2	7.055	6.735	710757120	0.72	9.91	0.16
2007-11-5	15.6	15.98	626683328	2007-11-5	7.1	7.148	1982837248	3.16	9.91	0.15
2007-11-6	15.95	15.57	582364800	2007-11-6	7.1	6.952	1332739840	2.29	9.91	0.19
2007-11-7	15.7	15.59	616026240	2007-11-7	7.01	6.828	827928192	1.34	9.91	0.17
2007-11-8	15.46	14.87	571676544	2007-11-8	6.798	6.706	784920192	1.37	9.91	0.26
2007-11-9	14.6	14.43	428537888	2007-11-9	6.7	6.455	731243968	1.71	9.91	0.30
2007-11-12	14	14.55	752764416	2007-11-12	6.34	6.25	1221603712	1.62	9.91	0.26
2007-11-13	14.68	14.69	965415168	2007-11-13	6.318	6.362	2500391424	2.59	9.91	0.25
2007-11-14	15.09	15.53	967259456	2007-11-14	6.551	6.692	2052065152	2.12	9.91	0.16
2007-11-15	15.65	15.19	554611520	2007-11-15	6.643	6.537	1536521984	2.77	9.91	0.19
2007-11-16	14.9	14.89	369756160	2007-11-16	6.44	6.401	861592384	2.33	9.91	0.22
2007-11-19	15.05	15.41	428872928	2007-11-19	6.5	6.726	2510072832	5.85	9.91	0.18
2007-11-20	15.25	15.94	917929472	2007-11-20	6.66	6.873	2851334400	3.11	9.91	0.12
2007-11-21	16.1	15.69	641498432	2007-11-21	6.91	6.764	3062816256	4.77	9.91	0.15
2007-11-22	15.33	15.23	407993056	2007-11-22	6.619	6.602	1411628160	3.46	9.91	0.19
2007-11-23	15.13	15.42	383954848	2007-11-23	6.672	6.744	1271864448	3.31	9.91	0.18
2007-11-26	15.82	15.01	374527456	2007-11-26	6.893	6.705	1516862464	4.05	9.91	0.24
2007-11-27	14.84	14.73	276204512	2007-11-27	6.66	6.819	1823926528	6.60	9.91	0.29
2007-11-28	14.99	14.62	389124352	2007-11-28	6.96	6.811	1757951360	4.52	9.91	0.31
2007-11-29	14.88	15	842656128	2007-11-29	6.91	6.897	1826483840	2.17	9.91	0.26
2007-11-30	14.98	14.36	470537248	2007-11-30	6.844	6.607	850641792	1.81	9.91	0.33
2007-12-4	14.61	15.39	1165329536	2007-12-4	6.731	6.951	4953500672	4.25	9.91	0.21
2007-12-5	15.38	16.69	1809403648	2007-12-5	6.94	7.212	5046504448	2.79	9.91	0.06
2007-12-6	16.75	16.82	987203328	2007-12-6	7.24	7.154	1655683072	1.68	9.91	0.03
2007-12-7	16.85	17.16	943978304	2007-12-7	7.167	7.213	1786538496	1.89	9.91	-0.01
2007-12-10	17	17.44	938862208	2007-12-10	7.15	7.596	2668637440	2.84	9.91	0.01
2007-12-11	17.5	17.2	708846848	2007-12-11	7.626	7.59	1450441216	2.05	9.91	0.04
2007-12-12	16.98	17.09	563158720	2007-12-12	7.521	7.624	2023789056	3.59	9.91	0.06
2007-12-13	16.98	16.09	1032947968	2007-12-13	7.619	7.24	1278893696	1.24	9.91	0.15
2007-12-14	15.8	16.57	624695040	2007-12-14	7.201	7.39	1288943232	2.06	9.91	0.10
2007-12-17	16.59	16.32	381484096	2007-12-17	7.4	7.302	785908608	2.06	9.91	0.12
2007-12-18	16.3	16.67	488520864	2007-12-18	7.245	7.395	926133696	1.90	9.91	0.09
2007-12-19	16.77	17.86	1396277248	2007-12-19	7.468	7.672	3336091648	2.39	9.91	-0.04
2007-12-20	17.95	18.18	1252598272	2007-12-20	7.66	7.616	1943415296	1.55	9.91	-0.09
2007-12-21	18.05	18.34	892244224	2007-12-21	7.61	7.654	1589502080	1.78	9.91	-0.10
2007-12-24	18.18	18.24	1173605632	2007-12-24	7.653	7.59	1152829056	0.98	9.91	-0.10
2007-12-25	18.23	18.76	1125991040	2007-12-25	7.637	7.713	2498076672	2.22	9.91	-0.15
2007-12-26	18.82	18.91	608706048	2007-12-26	7.748	7.754	1091519488	1.79	9.91	-0.16
2007-12-27	19	19.5	891569984	2007-12-27	7.781	7.837	1140922112	1.28	9.91	-0.22
2007-12-28	19.57	19.7	991328896	2007-12-28	7.88	7.901	1709008384	1.72	9.91	-0.24
2008-1-2	19.79	19.3	521380832	2008-1-2	7.937	7.913	676539008	1.30	9.91	-0.19
2008-1-3	19.09	20.68	1717741312	2008-1-3	7.876	8.337	1954814336	1.14	9.91	-0.29
2008-1-4	20.46	20.42	1212582144	2008-1-4	8.342	8.232	1419326592	1.17	9.91	-0.28
2008-1-7	20.11	20.76	792325760	2008-1-7	8.198	8.355	1166854528	1.47	9.91	-0.30
2008-1-8	20.85	21.01	1269776768	2008-1-8	8.4	8.503	3383584000	2.66	9.91	-0.31
2008-1-9	20.77	21.58	1115989632	2008-1-9	8.505	8.64	1538667520	1.38	9.91	-0.35
2008-1-10	21.57	22.6	1411998592	2008-1-10	8.705	9.055	3357876992	2.38	9.91	-0.40
2008-1-11	23	22.45	786150656	2008-1-11	9.18	9.045	1230177536	1.56	9.91	-0.39
2008-1-14	22.8	22.71	508845440	2008-1-14	9.13	9.246	1578846976	3.10	9.91	-0.38
2008-1-15	23	22.86	925883136	2008-1-15	9.31	9.647	2875991552	3.11	9.91	-0.34
2008-1-16	22.71	21.66	1314667648	2008-1-16	9.6	9.057	2060589696	1.57	9.91	-0.30
2008-1-17	21.54	20.74	1912115840	2008-1-17	9.05	8.732	2364148736	1.24	9.91	-0.24
2008-1-18	20.7	20.89	693020608	2008-1-18	8.73	8.886	2261600768	3.26	9.91	-0.24
2008-1-21	20.92	19.85	678633472	2008-1-21	8.91	8.082	1664241664	2.45	9.91	-0.23
2008-1-22	19	19.42	1292713984	2008-1-22	7.99	7.578	3420502272	2.65	9.91	-0.25
2008-1-23	20	20.58	1059263424	2008-1-23	7.912	8.109	3679060992	3.47	9.91	-0.32
2008-1-24	20.66	19.89	1111096192	2008-1-24	8.195	7.992	2255653632	2.03	9.91	-0.25
2008-1-25	19.6	19.54	1338065024	2008-1-25	7.958	7.84	2227112704	1.66	9.91	-0.23
2008-1-28	19	17.75	675100672	2008-1-28	7.73	7.059	1724019072	2.55	9.91	-0.11
2008-1-29	17.8	17.79	427149408	2008-1-29	7.29	7.377	2191783168	5.13	9.91	-0.07
2008-1-30	18.1	18.24	656130432	2008-1-30	7.5	7.523	2844711936	4.34	9.91	-0.11
2008-1-31	18.14	18.64	966450368	2008-1-31	7.498	7.556	3278877952	3.39	9.91	-0.16
2008-2-1	18.7	19.42	911804224	2008-2-1	7.7	7.626	2896494592	3.18	9.91	-0.25
2008-2-4	20	21.36	1852440064	2008-2-4	7.92	8.959	7643866624	4.13	9.91	-0.28
2008-2-5	21.28	21.09	944188288	2008-2-5	8.9	8.694	4663471104	4.94	9.91	-0.29

交易额比是武钢认购和武钢股份每日成交额之比值，折价率的计算公式是：（权证价+行权价-正股价）/权证价，意思就是权证需要涨或跌多少才能达到溢价率是0。在这里没有使用CAMP等定价模型进行计算权证的理论价值，感觉意义不大，也就是说，我的分析不考虑时间价值。

下面给出交易额比与权证价格  折价率与权证价格两张图
首先是交易额比与权证价格图，权证交易额与正股的交易额比值可以代表对该权证的投机热情，从历史情况来看，有两次峰值，第一次峰值发生前后，武钢认购的价格远远正溢价，炒作疯狂，价格爆发。第二次峰值发生前后，武钢认购处在阶段底位，峰值过后，跟随武钢正股展开了一波大拉升行情。总而言之，交易额比峰值前后必有大行情。目前，武钢认购的人气和所聚集资金都较旺盛，交易额比也正在向峰值攀升的过程中，可以认为大行情要来了。


接下来是折价率图

上图可以分成两个阶段
第一阶段是折价率显著为正阶段，这段时间折价率为正，代表不考虑时间的话，权证没有内在价值，没有显著的投资价值，价格波动主要在于炒作。
第二阶段是折价率波动阶段，这段时间折价率时正时负，目前折价率为-29%，也就是说如果现在行权，权证价格再上涨29%，行权不亏不赚。而且目前的折价率处在上市以来的一个很低的位置，充分说明了武钢认购证目前风险极小。

综合以上，得出一下结论：
1、武钢认购证的折价率目前很高，如果交易额比继续攀升，这个折价完全可能被填平，甚至成为溢价权证，这样的话会产生30%左右的收益，当然前提是武钢正股不跌。
2、交易额比通常是大于一的，也就是说，如果武钢认购的主力去操作武钢股份的价格，完全可能通过影响武钢股份的正股价格，来在权证市场获利。这种情况是完全可能发生的。
3、交易额比目前处于攀顶过程中和折价率很大有缩小趋势这两点的可能性是很高的，对应的结果就是武钢认购证要涨，而且幅度可能再30%以上

总之，再目前大盘探底完成，钢铁板块作为低估、蓝筹、基金重仓，武钢股份基金持仓75%左右并且ddx连红并且topview表明机构仍在增仓的背景下，武钢cwb1完全应该上涨，目标完全应该是要填平折价，也就是要涨30%，可以给与11.5以上的目标价。

faith333

:*19*: 我也很看好，4号那一根大阳线让人感觉很爽！

jsc0043

:*19*: :*19*: :*19*: 很有意思,顶

出门在外

:*19*: :)

summerec

在股吧也发了一下 大家可以参看一下

http://guba5.eastmoney.com/580013,1003462890,guba.html

lyc5166

新年好！！！！！

草原牧民

路过............................

jhyyg

我也很看好，4号那一根大阳线让人感觉很爽！

gem1975

支持一下,谢谢了.祝大家发财.

vocom

:*19*: :*19*: :*19*:

zanadu

希望如此 我也看好

lancelot999

如果是这样的话，为什么不看看五粮呢？


五粮液 39.72   五粮YGC1 39.72 *1.402=55.68

summerec

楼上的
以4.9的价格购买一股五粮液的权利的价格应该是39.72/1.4=28.37啊

真怀疑你懂不懂什么是权证

五粮认购的杠杆比率很小 做权证的意义不大就是了 它也是折价的

summerec

今天做了一个短差  不过不是很成功  目前还是全仓持有

武钢今天的走势比较怪异  
始终感觉主力有强烈的拉升欲望，但中途被打压，这种打压可能和钢铁股整体情况有关系
尾盘又拉回一点

hahale

一直在做，准备明早拉到9.1以上出来。

wsyp2099

俺也跟上，:*29*:

control_lee

:*19*: :*19*: :*19*: :*19*:

mokda

:*19*: :*19*: :*22*:

巫勇名

好贴:*19*: :*22*: