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Article NO. Content

Title:

Rules Governing Rating of Issuers of Call (Put) Warrants  CH

Amended Date: 2018.02.14 
Categories: Primary Market > Review
Securities Exchange Market > Trading > Call (Put) Warrants
Article 3     The indicators and weight of ratings of issuers of call (put) warrants are as follows:
  1. Indicator and weight of turnover rate:
  2. The average daily turnover rate of the issuer's listed (TWSE/TPEx) warrants accounts for 40%.
  3. Indicators and weight of the quality of market making:
    1. 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 20%.
    2. The price difference ratio of buy and sell of the best warrant in a buy and sell-order each day (hereinafter referred to as "Daily Price Difference Ratio of Buy and Sell") accounts for 20%.
    3. The amount of the best warrant in a purchase order (hereinafter referred to as "Daily Best Buy Amount") accounts for 20%.