存储超级周期面临考验,韩股波动率“创新高”,对冲成本急升

华尔街见闻
Feb 03

在经历了全球最强劲的年初涨势后,投资者正对冲韩国股市波动风险。周一,韩国股市遭遇4月以来最大跌幅,韩国综合指数跌超5%。同时押注韩国综合指数下跌10%的一个月期权成本相对看涨期权的比例跳升至去年11月以来最高水平。(昨日韩国综合指数重挫,周二高开反弹)值得注意的是,韩国综合指数波动率指数相对波动率指数VIX的溢价已升至历史新高。在过去几个月韩国股市强劲反弹期间,两者之间的利差持续扩大,分析认为...

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