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Article 3
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The indicators and weight of ratings of issuers of call (put) warrants are as follows:
Indicator and weight of turnover rate:
- The average daily turnover rate of the issuer's listed (TWSE/TPEx) warrants reaches 30%.
- Indicators and weight of the quality of market making:
- The standard deviation of the implied volatility of each day's two-week best warrant in a purchase order (hereinafter referred to as "Standard Deviation of TWBIV") reaches 30%.
- The price difference ratio of buy and sell of the best warrant in a purchase and sale order each day (hereinafter referred to as "Daily Price Difference Ratio of Buy and Sell") reaches 20%. If the Daily Price Difference Ratio of Buy and Sell is lower than 0.5%, it will be deemed 0.5%.
- The amount of the best warrant in a purchase order (hereinafter referred to as "Daily Best Buy Amount") reaches 20%. If the Daily Best Buy Amount is higher than $500,000, it will be deemed $500,000.
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