| 序号 | 转债名称 | 转债代码 | 转股代码 | 所处行业 | 期限 | 剩余年限 | 年利率 | 发行量 | 发行日期 | 上市日期 | 转股日期 | 初始转股价 | 实际股票价 | 最新转股价 | 纯债券定价 | 期权定价 | 转债理论价 | 实际转债价 | 转债周涨幅 | 正股周涨幅 | 无风险复利 | 年波动率 | 看涨参数 | 看跌参数 | 看涨概率 | 看跌概率 | 每股期权 | 股票期权 | 最大风险率 | 期权收益率 | 收益比率 | 溢价率 | 调息影响(1) | 机构持有 | 持有比例 | 综合指标1 | 综合指标2 | 综合指标3 |
| 1 | 水运转债 | 100087 | 181087 | 运输 | 5 | 2.1750 | 0.9 | 3.20 | 2002-08-13 | 2002-08-28 | 2003-08-13 | 12.09 | 4.22 | 5.76 | 95.187 | 6.826 | 102.014 | 99.50 | +0.59% | +6.84% | 3.6000% | 30.0000% | -0.3050 | -0.7474 | 0.3802 | 0.2274 | 0.3932 | 6.8263 | 1.99% | 2.53% | 1.27 | 26.37% | 0.055 | 0.17 | 5.26% | 21.67% | 14.28% | 14.22% |
| 2 | 丝绸转债2 | 126301 | 纺织 | 5 | 2.2472 | 1.8 | 8.00 | 2002-09-09 | 2002-09-24 | 2003-03-09 | 8.78 | 2.48 | 5.66 | 97.529 | 0.572 | 98.101 | 96.60 | +0.10% | +7.83% | 3.6000% | 30.0000% | -1.4301 | -1.8798 | 0.0763 | 0.0301 | 0.0324 | 0.5722 | -0.43% | 1.55% | (3.63) | 54.64% | 0.021 | 1.56 | 19.47% | 44.02% | 28.82% | 28.80% | |
| 3 | 燕京转债 | 125729 | 啤酒 | 5 | 2.3500 | 1.2 | 7.00 | 2002-10-16 | 2002-10-31 | 2003-10-16 | 10.59 | 6.85 | 7.06 | 95.458 | 19.865 | 115.323 | 108.68 | +0.18% | +7.87% | 3.6000% | 30.0000% | 0.3482 | -0.1116 | 0.6362 | 0.4556 | 1.4025 | 19.8651 | 5.18% | 6.11% | 1.18 | 10.72% | -0.070 | 3.73 | 53.22% | 9.65% | 6.12% | 6.19% | |
| 4 | 民生转债 | 100016 | 181016 | 金融 | 5 | 2.7139 | 1.5 | 40.00 | 2003-02-27 | 2003-03-18 | 2003-08-27 | 10.11 | 5.04 | 7.73 | 95.085 | 5.636 | 100.722 | 113.51 | +4.29% | +6.11% | 3.6000% | 30.0000% | -0.4206 | -0.9148 | 0.3370 | 0.1801 | 0.4357 | 5.6365 | 5.98% | -11.27% | (1.88) | 42.56% | -1.821 | 1.71 | 4.28% | 35.51% | 28.24% | 30.06% |
| 5 | 雅戈转债 | 100177 | 181177 | 服装 | 3 | 0.8139 | 1.0/1.8/2.5 | 11.90 | 2003-04-03 | 2003-04-21 | 2003-10-03 | 9.68 | 3.65 | 3.35 | 103.541 | 17.993 | 121.534 | 113.00 | +3.67% | +10.27% | 3.6000% | 30.0000% | 0.5605 | 0.2898 | 0.7124 | 0.6140 | 0.6027 | 17.9925 | 10.28% | 7.55% | 0.73 | 3.58% | 1.151 | 2.05 | 17.19% | 4.87% | 3.86% | 2.71% |
| 6 | 丰原转债 | 125930 | 食品 | 5 | 2.8722 | 1.8/2.0/2.2/2.4/2.5 | 5.00 | 2003-04-24 | 2003-05-21 | 2003-10-27 | 8.13 | 4.85 | 6.73 | 99.870 | 8.739 | 108.609 | 102.58 | +0.37% | +12.79% | 3.6000% | 30.0000% | -0.1867 | -0.6952 | 0.4259 | 0.2435 | 0.5882 | 8.7392 | 0.92% | 5.88% | 6.39 | 29.75% | -2.434 | 1.45 | 29.09% | 24.19% | 14.78% | 17.21% | |
| 7 | 铜都转债 | 125630 | 冶炼 | 5 | 2.9472 | 1.2 | 7.60 | 2003-05-21 | 2003-06-04 | 2003-11-21 | 6.90 | 4.51 | 4.52 | 100.581 | 24.581 | 125.162 | 113.44 | +3.13% | +12.75% | 3.6000% | 30.0000% | 0.4592 | -0.0558 | 0.6770 | 0.4777 | 1.1111 | 24.5808 | 3.85% | 10.33% | 2.69 | 12.04% | -1.730 | 1.22 | 16.08% | 10.46% | 5.18% | 6.91% | |
| 8 | 华电转债 | 100726 | 181726 | 电力 | 5 | 2.9806 | 1.5 | 8.00 | 2003-06-03 | 2003-06-18 | 2003-12-03 | 7.43 | 3.31 | 4.48 | 101.392 | 9.901 | 111.293 | 103.27 | +0.32% | +9.60% | 3.6000% | 30.0000% | -0.1183 | -0.6362 | 0.4529 | 0.2623 | 0.4435 | 9.9006 | 0.61% | 7.77% | 12.73 | 28.46% | -2.048 | 3.96 | 49.47% | 23.09% | 13.46% | 15.51% |
| 9 | 山鹰转债 | 100567 | 181567 | 造纸 | 5 | 3.0167 | 1.5/1.8/2.0/2.2/2.5 | 2.50 | 2003-06-16 | 2003-07-01 | 2003-12-16 | 8.41 | 3.40 | 3.50 | 101.176 | 23.139 | 124.314 | 108.50 | +2.73% | +4.29% | 3.6000% | 30.0000% | 0.4133 | -0.1077 | 0.6603 | 0.4571 | 0.8099 | 23.1386 | 2.24% | 14.58% | 6.51 | 10.47% | 0.485 | 0.47 | 18.66% | 8.88% | 2.57% | 2.09% |
| 10 | 桂冠转债 | 100236 | 181236 | 电力 | 5 | 3.0556 | 1.1/1.3/1.7/2.1/2.5 | 8.00 | 2003-06-30 | 2003-07-15 | 2004-06-30 | 12.88 | 9.66 | 12.88 | 102.274 | 10.672 | 112.946 | 103.00 | +0.19% | +13.65% | 3.6000% | 30.0000% | -0.0766 | -0.6010 | 0.4695 | 0.2739 | 1.3745 | 10.6718 | 0.23% | 9.66% | 41.86 | 27.18% | -0.601 | 2.28 | 28.46% | 21.99% | 12.12% | 12.72% |
| 11 | 国电转债 | 100795 | 181795 | 电力 | 5 | 3.1056 | 0.8/1.1/1.8/2.1/2.5 | 20.00 | 2003-07-18 | 2003-08-01 | 2004-01-18 | 10.55 | 6.09 | 6.59 | 105.574 | 20.486 | 126.060 | 107.60 | +2.24% | +15.12% | 3.6000% | 30.0000% | 0.3266 | -0.2021 | 0.6280 | 0.4199 | 1.3500 | 20.4856 | 0.61% | 17.16% | 28.30 | 14.11% | -0.668 | 5.35 | 26.77% | 11.51% | 3.21% | 3.88% |
| 12 | 西钢转债 | 100117 | 181117 | 钢铁 | 5 | 3.1694 | 1.2/1.5/1.8/2.1/2.6 | 4.90 | 2003-08-11 | 2003-08-26 | 2004-02-11 | 5.34 | 3.15 | 5.34 | 101.353 | 4.769 | 106.122 | 97.63 | -0.01% | +4.30% | 3.6000% | 30.0000% | -0.5076 | -1.0417 | 0.3059 | 0.1488 | 0.2547 | 4.7692 | -1.20% | 8.70% | (7.23) | 39.58% | -0.680 | 0.20 | 4.00% | 31.72% | 18.49% | 19.17% |
| 13 | 华西转债 | 125936 | 化纤 | 5 | 3.2250 | 1.6/1.8/2.1/2.4/2.7 | 4.00 | 2003-09-01 | 2003-09-16 | 2004-03-01 | 11.86 | 3.38 | 6.46 | 101.124 | 3.070 | 104.194 | 98.81 | +0.23% | +10.46% | 3.6000% | 30.0000% | -0.7175 | -1.2562 | 0.2365 | 0.1045 | 0.1983 | 3.0702 | -0.73% | 5.45% | (7.50) | 47.05% | -0.710 | 0.57 | 14.25% | 37.84% | 23.57% | 24.28% | |
| 14 | 云化转债 | 100096 | 181096 | 化工 | 3 | 1.2500 | 1.6/1.9/2.2 | 4.10 | 2003-09-10 | 2003-09-25 | 2004-03-10 | 9.43 | 8.79 | 7.20 | 99.664 | 31.371 | 131.035 | 124.37 | +5.40% | +5.27% | 3.6000% | 30.0000% | 0.8968 | 0.5614 | 0.8151 | 0.7127 | 2.2587 | 31.3714 | 15.89% | 5.36% | 0.34 | 1.84% | 0.771 | 2.40 | 58.53% | 4.55% | 5.68% | 4.91% |
| 15 | 复星转债 | 100196 | 181196 | 医药 | 5 | 3.3833 | 1.6/1.8/2.0/2.4/2.7 | 9.50 | 2003-10-28 | 2003-11-17 | 2004-04-28 | 10.06 | 4.86 | 5.03 | 99.666 | 24.414 | 124.079 | 110.98 | +2.85% | +3.85% | 3.6000% | 30.0000% | 0.4343 | -0.1175 | 0.6680 | 0.4532 | 1.2280 | 24.4137 | 3.01% | 11.80% | 3.92 | 12.94% | -2.424 | 2.61 | 27.50% | 11.03% | 4.95% | 7.37% |
| 16 | 邯钢转债 | 110001 | 190001 | 钢铁 | 5 | 3.4611 | 1.0/1.3/1.7/2.3/2.7 | 20.00 | 2003-11-26 | 2003-12-11 | 2004-05-26 | 5.34 | 5.02 | 5.04 | 104.275 | 26.776 | 131.050 | 103.52 | +2.96% | +10.33% | 3.6000% | 30.0000% | 0.4952 | -0.0629 | 0.6898 | 0.4749 | 1.3495 | 26.7755 | -0.21% | 26.59% | (126.27) | 3.78% | -1.946 | 6.98 | 34.88% | 3.01% | -5.20% | -3.25% |
| 17 | 首钢转债 | 125959 | 钢铁 | 5 | 3.5167 | 1.5 | 20.00 | 2003-12-16 | 2003-12-31 | 2004-06-16 | 5.76 | 3.70 | 4.92 | 100.078 | 12.327 | 112.404 | 97.79 | +0.30% | +3.06% | 3.6000% | 30.0000% | -0.0002 | -0.5628 | 0.4999 | 0.2868 | 0.6065 | 12.3269 | -0.67% | 14.94% | (22.47) | 23.10% | -2.449 | 3.90 | 19.52% | 18.52% | 8.15% | 10.60% | |
| 18 | 侨城转债 | 125069 | 旅游 | 3 | 1.5556 | 1.2/1.8/2.5 | 4.00 | 2003-12-31 | 2004-01-16 | 2004-07-01 | 6.15 | 8.36 | 6.15 | 100.860 | 45.080 | 145.940 | 158.00 | 0.00% | +11.02% | 3.6000% | 30.0000% | 1.1573 | 0.7831 | 0.8764 | 0.7832 | 2.7724 | 45.0797 | 23.25% | -7.63% | (0.33) | 13.97% | -0.655 | 3.26 | 81.51% | 15.76% | 18.53% | 19.19% | |
| 19 | 江淮转债 | 110418 | 190418 | 汽车 | 5 | 3.8472 | 1.2/1.5/1.8/2.1/2.5 | 8.80 | 2004-04-15 | 2004-04-30 | 2004-10-15 | 17.13 | 7.07 | 5.62 | 99.738 | 48.467 | 148.205 | 126.37 | +7.20% | +6.48% | 3.6000% | 30.0000% | 0.9197 | 0.3312 | 0.8211 | 0.6298 | 2.7238 | 48.4668 | 5.48% | 17.28% | 3.15 | 0.45% | -2.390 | 3.89 | 44.21% | 1.42% | -2.29% | 0.10% |
| 20 | 歌华转债 | 110037 | 190037 | 网络 | 5 | 3.9222 | 1.3/1.6/1.9/2.2/2.6 | 12.50 | 2004-05-12 | 2004-05-28 | 2004-11-12 | 22.57 | 15.18 | 22.27 | 99.667 | 10.198 | 109.866 | 101.68 | +0.38% | +14.57% | 3.6000% | 30.0000% | -0.1103 | -0.7045 | 0.4561 | 0.2406 | 2.2712 | 10.1984 | 0.50% | 8.05% | 15.95 | 32.96% | -2.540 | 5.28 | 42.24% | 26.70% | 15.77% | 18.31% |
| 21 | 营港转债 | 110317 | 190317 | 港口 | 5 | 3.9444 | 1.8/2.1/2.4/2.5/2.6 | 7.00 | 2004-05-20 | 2004-06-03 | 2004-11-20 | 10.35 | 9.34 | 10.25 | 100.679 | 23.081 | 123.760 | 107.88 | +1.01% | +6.02% | 3.6000% | 30.0000% | 0.3802 | -0.2156 | 0.6481 | 0.4146 | 2.3658 | 23.0810 | 1.69% | 14.72% | 8.70 | 15.53% | 0.528 | 2.74 | 39.07% | 12.87% | 5.05% | 4.52% |
| 22 | 创业转债 | 110874 | 190874 | 环保 | 5 | 4.0583 | 1.7/1.9/2.1/2.4/2.7 | 12.00 | 2004-07-01 | 2004-07-19 | 2005-07-01 | 7.70 | 3.84 | 7.70 | 102.449 | 3.807 | 106.256 | 102.30 | -0.28% | +2.95% | 3.6000% | 30.0000% | -0.6073 | -1.2117 | 0.2718 | 0.1128 | 0.2932 | 3.8074 | -0.04% | 3.87% | (107.75) | 51.25% | 2.215 | 1.41 | 11.76% | 41.36% | 26.53% | 24.31% |
| 23 | 华菱转债 | 125932 | 钢铁 | 5 | 4.1000 | 1.0/1.5/2.0/2.0/2.5 | 20.00 | 2004-07-16 | 2004-08-03 | 2005-01-16 | 5.01 | 3.85 | 4.50 | 98.661 | 20.146 | 118.807 | 100.06 | -0.26% | +6.94% | 3.6000% | 30.0000% | 0.2899 | -0.3176 | 0.6141 | 0.3754 | 0.9066 | 20.1461 | 0.34% | 18.74% | 54.94 | 14.50% | -1.354 | 4.72 | 23.60% | 11.77% | 2.89% | 4.24% | |
| 24 | 金牛转债 | 125937 | 能源 | 5 | 4.1694 | 1.6/1.8/2.0/2.2/2.5 | 7.00 | 2004-08-11 | 2004-08-26 | 2005-02-11 | 10.81 | 6.54 | 6.44 | 95.583 | 31.108 | 126.691 | 105.93 | 0.00% | 0.00% | 3.6000% | 30.0000% | 0.5765 | -0.0361 | 0.7179 | 0.4856 | 2.0034 | 31.1081 | 2.34% | 19.60% | 8.37 | 4.13% | -1.338 | 0.62 | 8.82% | 3.79% | -2.15% | -0.81% | |
| 25 | 海化转债 | 125822 | 化工 | 5 | 4.2417 | 1.5/1.8/2.1/2.4/2.7 | 10.00 | 2004-09-07 | 2004-09-23 | 2005-03-07 | 7.15 | 4.59 | 4.70 | 98.265 | 28.639 | 126.904 | 108.50 | +2.02% | +13.61% | 3.6000% | 30.0000% | 0.5177 | -0.1001 | 0.6977 | 0.4601 | 1.3460 | 28.6386 | 2.22% | 16.96% | 7.63 | 9.99% | -1.436 | 1.69 | 16.86% | 8.49% | 1.67% | 3.11% | |
| 26 | 晨鸣转债 | 125488 | 造纸 | 5 | 4.2639 | 1.5/1.8/2.1/2.5/2.79 | 20.00 | 2004-09-15 | 2004-09-30 | 2005-03-15 | 9.99 | 5.60 | 6.59 | 102.139 | 20.372 | 122.511 | 104.58 | -0.28% | +6.06% | 3.6000% | 30.0000% | 0.2947 | -0.3247 | 0.6159 | 0.3727 | 1.3425 | 20.3721 | 0.55% | 17.15% | 31.32 | 18.74% | -0.336 | 5.67 | 28.34% | 15.24% | 5.68% | 6.02% | |
| 27 | 万科转债2 | 126002 | 地产 | 5 | 4.2889 | 1.0/1.375/1.75/2.125/2.5 | 19.90 | 2004-09-24 | 2004-10-18 | 2005-03-24 | 5.48 | 4.68 | 5.48 | 99.898 | 20.722 | 120.620 | 107.00 | +2.39% | +5.41% | 3.6000% | 30.0000% | 0.3052 | -0.3161 | 0.6199 | 0.3760 | 1.1356 | 20.7220 | 1.55% | 12.73% | 8.22 | 20.19% | -1.532 | 2.29 | 11.50% | 16.59% | 8.03% | 9.57% | |
| 28 | 南山转债 | 110219 | 190219 | 制造 | 5 | 4.3583 | 1.5/1.8/2.1/2.4/2.7 | 8.83 | 2004-10-19 | 2004-11-03 | 2005-04-19 | 7.37 | 5.71 | 7.25 | 97.861 | 16.994 | 114.855 | 98.45 | -0.25% | +10.23% | 3.6000% | 30.0000% | 0.1824 | -0.4439 | 0.5724 | 0.3286 | 1.2321 | 16.9939 | 0.14% | 16.66% | 121.32 | 20.00% | -1.521 | 0.56 | 6.39% | 16.17% | 6.33% | 7.85% |
| 29 | 招行转债 | 110036 | 190036 | 金融 | 5 | 4.4167 | 1/1.375/1.75/2.125/2.5 | 65.00 | 2004-11-10 | 2004-11-29 | 2005-05-10 | 9.34 | 8.90 | 9.34 | 98.592 | 27.667 | 126.259 | 104.00 | +2.16% | +8.94% | 3.6000% | 30.0000% | 0.4909 | -0.1396 | 0.6882 | 0.4445 | 2.5841 | 27.6674 | 1.18% | 21.40% | 18.18 | 8.38% | -1.612 | 13.29 | 20.44% | 6.99% | -0.80% | 0.81% |
| 30 | 联钢转债 | 110010 | 190010 | 钢铁 | 5 | 4.4167 | 1.3/1.5/1.7/2.1/2.6 | 18.00 | 2004-11-10 | 2004-11-25 | 2005-05-10 | 4.62 | 3.88 | 4.15 | 97.142 | 26.441 | 123.584 | 102.28 | +0.77% | +5.15% | 3.6000% | 30.0000% | 0.4607 | -0.1697 | 0.6775 | 0.4326 | 1.0973 | 26.4415 | 1.14% | 20.83% | 18.31 | 8.59% | 0.000 | 3.55 | 19.73% | 7.15% | -0.54% | -0.54% |