| 摘要 |
A derivative contract is disclosed including an option notional value of an underlying unit calculated from a predefined percentage of an underlying security according to the formula: <?in-line-formulae description="In-line Formulae" end="lead"?>U<SUB>U</SUB>=X<SUB>%</SUB>(U<SUB>S</SUB>*U<SUB>OD</SUB>)<?in-line-formulae description="In-line Formulae" end="tail"?> wherein U<SUB>U </SUB>is the option notional value of the underlying unit, X<SUB>% </SUB>is the predefined percentage, U<SUB>S </SUB>is the price of the underlying security and U<SUB>OD </SUB>is a number of units per option deliverable.
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