市场为什么要大跌？

goodness · 发表于 2009-4-19 05:43 PM

有一个东西不知大家注意没有

星期五 citi的价位

C - $3.65
May09 $4 Call $0.40
May09 $4 Put $1.05

The gap between call and put of strike price $4 is much more than the difference between $3.65 and $4.

Elephant · 发表于 2009-4-19 05:46 PM

在IB上查,上周五short C的利息是101.12%（年息）.

manhattan · 发表于 2009-4-19 05:50 PM

It means more investors in the market expect C will fail the stress test and then will be nationalized. But it does not necessarily mean that the overall market will fall a lot.

farshine · 发表于 2009-4-19 06:53 PM

xiaozhu · 发表于 2009-4-19 06:55 PM

ding.

long10 · 发表于 2009-4-19 06:58 PM

According to Citi's recent arbitrage, people may buy put to hedge their preferred shares, which makes the put more pricy. Just don't conclude anything yet.

oldfox · 发表于 2009-4-19 07:13 PM

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[讨论] 市场为什么要大跌？