可转债衍生指标

时间区间

1993.01.04-2023.10.12


字段展示

可转债衍生指标-英文字段可转债衍生指标-中文字段
ID自增ID
BOND_ID债券ID
SECURITY_ID证券ID
TICKER_SYMBOL交易代码
EXCHANGE_CD交易市场代码
SEC_SHORT_NAME证券简称
TRADE_DATE交易日期
CLOSE_PRICE收盘全价
YEAR_TO_MAT剩余期限
REMAIN_SIZE存量
CURRENT_YIELD当期收益率
CONV_PRICE转股价格
CALL_PRICE赎回触发价
PUT_PRICE回售触发价
TURNOVER_RATE换手率
TICKER_SYMBOL_EQU正股交易代码
CLOSE_PRICE_EQU正股收盘价
BOND_PREM_RATIO转股溢价率
DEBT_PUREDEBT_RATIO纯债价值
PUREDEBT_PREM_RATIO纯债溢价率
CONV_VALUE转股价值
YTM到期收益率
DURATION久期
MODIFY_DURATION修正久期
CONVEXITY凸性
BASE_RATE基点价值
STOCK_VOLATILITY正股波动率
UPDATE_TIME更新时间

样本数据

IDBOND_IDSECURITY_IDTICKER_SYMBOLEXCHANGE_CDSEC_SHORT_NAMETRADE_DATECLOSE_PRICEYEAR_TO_MATREMAIN_SIZECURRENT_YIELDCONV_PRICECALL_PRICEPUT_PRICETURNOVER_RATETICKER_SYMBOL_EQUCLOSE_PRICE_EQUBOND_PREM_RATIODEBT_PUREDEBT_RATIOPUREDEBT_PREM_RATIOCONV_VALUEYTMDURATIONMODIFY_DURATIONCONVEXITYBASE_RATESTOCK_VOLATILITYUPDATE_TIME
自增ID债券ID证券ID交易代码交易市场代码证券简称交易日期收盘全价剩余期限存量当期收益率转股价格赎回触发价回售触发价换手率正股交易代码正股收盘价转股溢价率纯债价值纯债溢价率转股价值到期收益率久期修正久期凸性基点价值正股波动率更新时间
772941101402158916128017XSHE金禾转债2023-10-09110.4000000.0630135.4172921.63043520.54000026.70200014.37800010.19680000259722.5900000.381400105.8433874.305052109.980526-47.5566410.0630140.1201560.2435530.00129367.7387912023-10-10 16:10:30.000
773634101402158916128017XSHE金禾转债2023-10-10108.9990000.0602735.4159881.65139120.54000026.70200014.3780008.99240000259722.0500001.534600105.8489772.975959107.351509-37.0527340.0602740.0957530.1612850.00109067.7387912023-10-11 16:11:42.000
774313101402158916128017XSHE金禾转债2023-10-11108.8330000.0575345.4122681.65391020.54000026.70200014.3780007.08460000259722.2100000.649600105.8538492.814400108.130477-36.7734370.0575340.0909970.1522020.00090167.7387912023-10-12 16:10:13.000
774992101402158916128017XSHE金禾转债2023-10-12109.8300000.0547945.4122681.63889620.54000026.70200014.3780005.74450000259722.4700000.396400105.8608053.749447109.396300-47.6796870.0547950.1047290.2111370.00109867.7387912023-10-12 23:35:09.000
772942102406159511137048XSHG17康01EB2023-10-09104.7465750.0767122.01999910.02419411.00000014.3000007.7000006005181.85000016.818182100.7812500.0767120.0382070.0204890.00043734.7826092023-10-09 16:09:09.000
773635102406159511137048XSHG17康01EB2023-10-10104.7753430.0739722.01999910.02144211.00000014.3000007.7000006005181.85000016.818182105.2656250.0739730.0360380.0188550.00029534.7826092023-10-10 16:10:32.000
774314102406159511137048XSHG17康01EB2023-10-11104.8041100.0712322.01999910.01869111.00000014.3000007.7000006005181.86000016.909091110.2109370.0712330.0338860.0172680.00028334.7826092023-10-11 16:11:45.000
774993102406159511137048XSHG17康01EB2023-10-12104.8328770.0684932.01999910.01594211.00000014.3000007.7000006005181.95000017.727273115.6875000.0684930.0317560.0157310.00032134.7826092023-10-12 16:10:15.000
772943104811162639123002XSHE国祯转债2023-10-09106.2750000.1260272.5214791.6937198.06000010.4780005.6420003.1338003003886.67000028.422200105.6870030.55635782.754342-2.0351560.1260270.1286460.1478680.00133221.7532472023-10-09 23:36:25.000
773636104811162639123002XSHE国祯转债2023-10-10106.2330000.1232872.5213891.6943898.06000010.4780005.6420001.6258003003886.64000028.951500105.6913170.51251482.382134-1.7656250.1232880.1255040.1435100.00127521.7532472023-10-11 16:11:42.000
774315104811162639123002XSHE国祯转债2023-10-11106.1190000.1205472.5213891.6962098.06000010.4780005.6420000.8622003003886.56000030.384000105.6940120.40209381.389578-0.9257810.1205480.1216740.1376160.00137621.7532472023-10-11 23:37:06.000
774994104811162639123002XSHE国祯转债2023-10-12106.3580000.1178082.5213891.6923978.06000010.4780005.6420002.7298003003886.65000028.909000105.7009550.62160882.506203-2.8212890.1178080.1212280.1394440.00130721.7532472023-10-12 23:35:09.000
772944105210163068128021XSHE兄弟转债2023-10-09108.6850000.1369862.6507721.6561624.2500005.5250002.9750003.3942000025624.10000012.661200105.6598302.86312296.470588-16.6904300.1369860.1644300.2244100.00179544.5812812023-10-09 23:36:25.000
773637105210163068128021XSHE兄弟转债2023-10-10107.6650000.1342462.6507021.6718534.2500005.5250002.9750004.1671000025624.04000013.261400105.6639211.89381495.058824-10.9609370.1342470.1507730.1920660.00163445.2970302023-10-11 16:11:42.000
774316105210163068128021XSHE兄弟转债2023-10-11107.6000000.1315062.6506621.6728624.2500005.5250002.9750001.7301000025624.09000011.809200105.6662381.83006696.235294-10.7675780.1315070.1473760.1868790.00153645.2970302023-10-12 16:10:13.000
774995105210163068128021XSHE兄弟转债2023-10-12108.1200000.1287672.6506621.6648174.2500005.5250002.9750001.7784000025624.15000010.725300105.6731792.31546197.647059-14.2539060.1287670.1501730.1976880.00171745.2970302023-10-12 23:35:09.000
772945105661163310137050XSHG17康02EB2023-10-09109.0616440.1397266.4152559.62758311.00000014.3000007.7000006005181.85000016.8181829.8310550.1397260.1272190.1320160.00141934.7826092023-10-09 16:09:09.000
773638105661163310137050XSHG17康02EB2023-10-10109.0904110.1369866.4152559.62504411.00000014.3000007.7000006005181.85000016.8181829.8251950.1369860.1247310.1291300.00133934.7826092023-10-10 16:10:32.000
774317105661163310137050XSHG17康02EB2023-10-11109.1191780.1342466.4152559.62250711.00000014.3000007.7000006005181.86000016.9090919.8203130.1342470.1222420.1262540.00141434.7826092023-10-11 16:11:45.000
774996105661163310137050XSHG17康02EB2023-10-12109.1479450.1315066.4152559.61997011.00000014.3000007.7000006005181.95000017.7272739.8144530.1315070.1197540.1233920.00138034.7826092023-10-12 16:10:15.000
772946105837163784128023XSHE亚太转债2023-10-09111.2000000.1534249.9858801.79856110.24000013.3120007.1680009.0926000022849.81000016.074200107.6118963.33430095.800781-17.3300780.1534250.1855870.2589340.00209055.5555562023-10-09 23:36:25.000
773639105837163784128023XSHE亚太转债2023-10-10111.8000000.1506849.9858801.78890910.24000013.3120007.1680005.1173000022849.98000014.712600107.6157273.88816197.460938-20.5058590.1506850.1895550.2743820.00213355.5555562023-10-10 23:36:17.000
774318105837163784128023XSHE亚太转债2023-10-11110.5570000.1479459.9858801.80902210.24000013.3120007.1680002.8447000022849.74000016.232400107.6175072.73142795.117188-14.6289060.1479450.1732970.2330240.00198255.5555562023-10-11 23:37:06.000
774997105837163784128023XSHE亚太转债2023-10-12110.5640000.1452059.9858801.80890710.24000013.3120007.1680004.82930000228410.08000012.318900107.6245782.73118198.437500-14.9208980.1452050.1706710.2297320.00185855.5555562023-10-12 23:35:09.000
772947106147164143128025XSHE特一转债2023-10-09178.3420000.1589042.1074221.0092978.93000011.6090006.25100026.44360000272815.4700002.947200105.21575669.501229173.236282-96.2148130.1589044.198052128.5310350.07475490.4306222023-10-10 16:10:30.000
773640106147164143128025XSHE特一转债2023-10-10174.3000000.1561642.1072021.0327028.93000011.6090006.25100020.86700000272815.0300003.559400105.22617265.643201168.309071-95.8609920.1561643.772991105.3923620.06566190.4306222023-10-11 16:11:42.000
774319106147164143128025XSHE特一转债2023-10-11175.8250000.1534242.1071721.0237459.21000011.9730006.447000191.13860000272815.2800005.978200105.23455667.079149165.906623-96.3056340.1534254.152936129.6595320.07293490.4306222023-10-12 16:10:13.000
774998106147164143128025XSHE特一转债2023-10-12176.5000000.1506842.1071721.0198309.21000011.9730006.447000117.57650000272815.6200004.069400105.24817767.698866169.598263-96.6080320.1506854.442405150.7033190.07830190.4306222023-10-12 23:35:09.000
772948108342165153128026XSHE众兴转债2023-10-09107.4400000.1780824.0834301.86150411.12000014.4560007.7840001.1764000027728.61000038.761000105.0871462.23895577.428058-7.2968750.1780820.1920990.2441220.00212043.7037042023-10-09 23:36:25.000
773641108342165153128026XSHE众兴转债2023-10-10107.4360000.1753424.0834301.86157311.12000014.4560007.7840000.5319000027728.55000039.729600105.1029922.21973576.888489-7.3867190.1753420.1893280.2402730.00212743.7037042023-10-10 23:36:17.000
774320108342165153128026XSHE众兴转债2023-10-11107.5620000.1726024.0834301.85939311.12000014.4560007.7840000.6470000027728.56000039.730000105.1097282.33306076.978417-8.1259770.1726030.1878690.2397800.00201343.7037042023-10-11 23:37:06.000
774999108342165153128026XSHE众兴转债2023-10-12107.5990000.1698634.0834301.85875311.12000014.4560007.7840001.0571000027728.58000039.452300105.1240182.35434577.158273-8.4375000.1698630.1855160.2370270.00190043.7037042023-10-12 23:35:09.000
772949108968166986123004XSHE铁汉转债2023-10-09106.5420000.1917808.0275361.6894752.4400003.1720001.7080001.5668003001972.33000011.571800105.4860581.00102695.491803-2.6240230.1917810.1969490.2410450.00216227.4774772023-10-09 23:36:25.000
773642108968166986123004XSHE铁汉转债2023-10-10106.5420000.1890418.0275361.6894752.4400003.1720001.7080001.3273003001972.33000011.571800105.4954410.99204295.491803-2.6621090.1890410.1942110.2372410.00201627.4774772023-10-10 23:36:17.000
774321108968166986123004XSHE铁汉转债2023-10-11106.3890000.1863018.0275361.6919042.4400003.1720001.7080002.7125003001972.33000011.411600105.4947280.84769495.491803-1.9472660.1863010.1900010.2298750.00197127.4774772023-10-11 23:37:06.000
775000108968166986123004XSHE铁汉转债2023-10-12106.6000000.1835618.0275361.6885552.4400003.1720001.7080002.1282003001972.36000010.213500105.5023871.04036896.721311-3.0283200.1835620.1892940.2310380.00198327.4774772023-10-12 23:35:09.000
772950109743167782128030XSHE天康转债2023-10-09203.8870000.2027390.7944260.9809367.1800009.3340005.026000112.6045000021006.800000115.280600107.44651589.75673794.707521-95.6467130.2027404.657165128.6696030.09480749.5588242023-10-09 23:36:25.000
773643109743167782128030XSHE天康转债2023-10-10189.1990000.2000000.7944261.0570887.1800009.3340005.02600094.7740000021006.80000099.771800107.45619476.07081794.707521-93.9392700.2000003.29993365.3373280.06240249.5588242023-10-10 23:36:17.000
774322109743167782128030XSHE天康转债2023-10-11177.7770000.1972600.7944261.1250057.1800009.3340005.02600076.7031000021006.75000089.102000107.45498865.44322794.011142-92.0070190.1972602.46791936.9666970.04378050.6666672023-10-11 23:37:06.000
775001109743167782128030XSHE天康转债2023-10-12186.5000000.1945200.7944261.0723867.1800009.3340005.026000610.6345000021006.81000096.632800107.46280573.54842194.846797-93.9701230.1945213.22594663.9060900.06010850.6666672023-10-12 23:35:09.000
772951110302168305113017XSHG吉视转债2023-10-09106.0280000.21643811.3493871.6976652.1100002.7430001.4770001.8412006019291.88000018.999500105.4357370.56172989.099526-0.1220700.2164380.2167030.2639280.00227131.1111112023-10-09 23:36:25.000
773644110302168305113017XSHG吉视转债2023-10-10106.2100000.21369811.3493871.6947562.1100002.7430001.4770002.0449006019291.90000017.949000105.4451920.72531390.047393-0.9218750.2136990.2156870.2642150.00229131.1111112023-10-10 23:36:17.000
774323110302168305113017XSHG吉视转债2023-10-11106.1000000.21095811.3493871.6965132.1100002.7430001.4770002.6712006019291.91000017.209900105.4432170.62287990.521327-0.4462890.2109590.2119050.2577580.00218031.1111112023-10-11 23:37:06.000
775002110302168305113017XSHG吉视转债2023-10-12106.0310000.20821911.3493871.6976172.1100002.7430001.4770001.7666006019291.91000017.133700105.4507050.55030090.521327-0.1406250.2082190.2085120.2522830.00214731.1111112023-10-12 23:35:09.000
772952110303168307128033XSHE迪龙转债2023-10-09113.6900000.2164382.9715961.5832537.87000010.2310005.5090004.8603000026587.54000018.665800105.4201597.84464995.806861-27.6450200.2164380.2991340.5029070.00339528.1914892023-10-09 23:36:25.000
773645110303168307128033XSHE迪龙转债2023-10-10112.3010000.2136982.9715961.6028357.87000010.2310005.5090002.2798000026587.49000017.998500105.4298086.51731495.171537-23.6782230.2136990.2799970.4452620.00311828.7049402023-10-10 23:36:17.000
774324110303168307128033XSHE迪龙转债2023-10-11111.0400000.2109582.9715961.6210377.87000010.2310005.5090003.2443000026587.49000016.673500105.4280365.32302895.171537-19.7636720.2109590.2629220.3968120.00287028.7049402023-10-11 23:37:06.000
775003110303168307128033XSHE迪龙转债2023-10-12110.1110000.2082192.9715961.6347147.87000010.2310005.5090003.1999000026587.46000016.162600105.4357204.43424694.790343-16.7011720.2082190.2499670.3625670.00283829.2225202023-10-12 23:35:09.000
772953112924171638110043XSHG无锡转债2023-10-09107.7480000.30958929.2102031.6705655.4300007.0590000.9697006009085.5100006.183600105.1938142.428076101.473297-5.1459960.3095890.3263850.4506190.00352615.4901962023-10-09 23:36:25.000
773646112924171638110043XSHG无锡转债2023-10-10108.0600000.30684929.2102031.6657415.4300007.0590001.2331006009085.5400005.914400105.2042612.714471102.025783-6.0800780.3068490.3267140.4546060.00348615.4901962023-10-10 23:36:17.000

数据更新频率

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