Introduction

香港涡轮介绍 http://hk.jrj.com.cn/2016/04/27090920885563.shtml

HK Option Type https://www.hkex.com.hk/eng/sorc/frontend/strategies_longput_calendar.htm

场内外期权比较 https://zhuanlan.zhihu.com/p/24721023

美股一张option大概是对应100股，所以还是挺贵的

HK

  1. In HK market, HSI options are European style, while single stock options are American style.
  2. HSI options are cash-settled in HK. While stock options are settled on a physical delivery basis.

Option premiums = Option Value

Option value = intrinsic value (never negative) + time value

Option Pricing models

  1. BS: european（因为你已经知道expiration date是fixed的了）
  2. binomial tree: american，但也可以用来calculate European. Both models will give similar figures if the numbers of periods in Tree model is larger than 100.

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