Bi tp th trng chng

khon
GV : Dng Ngn H

Dng 1: quyn chn

1 . Ngy 1/1/2009 ,gi th trng mt c phiu l 21.000
ng/cp. Nh u t A k vng gi c phiu s tng
trong tng lai v quyt nh mua hp ng quyn
chn mua vi nh u t B vi gi trn hp ng l 29.000
ng/cp, v ph quyn chn l 2000 ng/cp.Thc
hin trong 6 thng. Ti ngy 9/3/2009, gi th trng ca
c phiu l 40.000 ng/cp.
Yu cu :
- Xc nh li nhun v thua l ca hai nh u t trong
trng hp thc hin hp ng. Th hin trn th
#

Dng 2: qu u t
Gi s mt qu c cc khon mc nh sau:
n v tnh:

ng
Tin mt v cc cng c ti chnh tng ng tin mt :
1.500.000.000
cc c phiu nm gi gi v th gi:
Tn c phiu
S lng
Th gi
REE
200.000
29.000
AGF
100.000
39.5000
SGH
50.000
16.000
HAP
20.000
42.000
GMD
80.000
51.000
BBC
180.000
22.500
3. Tng n:
3.020.000.000
#
Hy xc nh gi tr ti sn rng ca qu v gi tr ti sn rng

Dng 3: Xc nh li sut, khi lng trng

thu
3. Kho bc Nh nc pht hnh tri phiu bng hnh thc
u thu li sut huy ng 500t ng. Mnh
gi tri phiu l 500.000ng, thi hn tri phiu l 10
nm. Vo u gi m thu n v t chc u
thu nhn c cc n d thu nh sau:
Dn v tham gia

Li sut t
thu(%)

A
B
C
D
E
F

8,21
8,19
8,18
8,08
7,98
7,95

Gi tr t mua
(T ng)
120
132
158
165
135
114
#

Bi 3 - tip
Yu cu:
-Xc nh li sut trng thu v khi lng trng thu
ca mi n v. Trong trng hp :
a. u thu theo c ch gi thng nht ( kiu H lan)
b. u thu theo c ch a gi (kiu M)
- Nu li sut ch o l 8,17% th kt qu trn s thay
i nh th no.
- Xc nh s lng tri phiu mi n v mua c trong
hai hnh thc u thu trn, bit rng gi pht hnh
theo phng thc chit khu.
#

Dng 4 :Hon tr tri phiu

4. Cng ty X pht hnh 10.000 tri phiu, mnh

gi 200.000 , lsdn 8%, thi hn tri phiu 5
nm. Hnh thc hon tr phn gc cng li
bng nhau hng nm.
- Tnh s tri phiu hon tr hng nm
- Lp bng hon tr.

Dng 5: quyn mua c phn

5. Cng ty X c vn c phn l 12 t ng. Cng ty
quyt nh tng thm vn 8t ng bng cch pht
hnh thm c phiu mi c thu tin.
Yu cu:
- Tnh th gi c phiu sau khi tng vn v gi tr l
thuyt ca quyn mua?Bit rng:
+Mnh gi c phiu mi bng mnh gi c
phiu c bng 10.000.
+Th gi c phiu trc khi tng vn l 220.000.
Gi bn c phiu mi l 40.000.
#

Bi 5- tip
- Tnh s lng c phiu m 3 c ng A,B, C mua
thm c bit rng:
Ht thi hn t mua vn cn 30000 c phiu cha
bn c v c 3 c ng A,B,C c nhu cu mua thm
c phiu nh sau:
A: c 3000 quyn mua v mun mua thm 10000c
phiu
B: c 6000 quyn mua v mun mua thm 20000c
phiu
C: c 1500 quyn mua v mun mua thm 10000c
phiu
- Nu C ch t mua 2000c phiu th kt qu trn
#
s thay i nh th no

Dng 6:khp lnh lin tc

Lnh bn

P ( dv: ng )

Lnh mua

5000
5200
8300
15000
18500
13400
5600
4000

ATO
38000
37700
37400
37100
36800
36500
36200

4000
8000
18000
15000
0
5000
4500
3500

Bi 6 - tip
Yu cu:
- Xc nh gi m ca ca c phiu SAM.Bit rng gi
ng ca ca c phiu SAM phin giao dch ngy
hm trc l 37.200
- Nhn xt vic thc hin lnh theo gi m ca ca
c phiu SAM
-Tnh ph mi gii m cc cng ty chng khon thu c
trong phin giao dch trn bit rng cc cng ty chng
khon u p dng mc ph mi gii l 0,5% v trong
s lnh mua c thc hin t l giao dch t doanh l
10% v trong s lnh bn c thc hin t l giao
dch t doanh l 5%.
#

Dng 7 : khp lnh lin tc

Thi
gian

Nh
u t

Lnh mua

Lnh bn

9h20

Gi
S lng
(1000)
(cp)
26,5
500

9h22

26,7

9h24

26,6

300

9h25

26,8

500

9h27

26,6

Gi
(1000)

S lng

300

100

Yu cu:
-Xc nh gi v khi lng c phiu nh u t
A,B,C,D,E mua bn c.

Dng 8 : K qu
8. Ngy 1/1/03 mt nh u t quyt nh m ti
khon ti cng ty chng khon A v t lnh mua 300
c phiu X vi gi 40 $/c phiu(bao gm c ph).
h tr cho vic u t ca mnh nh u t vay cng ty
chng khon 4000$. Li sut tin vay l 8%.Hi:
a. S tin nh u t k qu ti cng ty l bao
nhiu?
b. Nu vo cui nm (31/12/03), gi c phiu X
l 30 $/c phiu. Gi tr k qu cn li trong ti khon
ca nh u t trn l bao nhiu?

Dng 9: li sut hon vn tri phiu

9 - Mt tri phiu c mnh gi 100.000VND, li sut

danh ngha 7%, thi hn cn li ca tri phiu l 5 nm,
tri phiu thanh ton tin gc vo cui k hn, thanh
ton tin li nm mt ln. Tnh li sut o hn ca tri
phiu bit rng tri phiu ang c bn vi gi
90.000VND.

Dng 10: nh gi tri phiu

10- Mt tri phiu c mnh gi 100.000VND, li sut
danh ngha l 10%, thi hn tri phiu l 10 nm, thi
hn cn li l 5 nm, thanh ton tin gc vo cui k hn.
Yu cu:
-Tnh gi tri phiu bit rng li sut yu cu l 11%,
tri phiu thanh ton tin li mt nm mt ln.
- Nu gi bn tri phiu trn th trng l 105000VND
bn c nn mua tri phiu khng?

Dng 11: nh gi c phiu

Mt nh u t d nh mua c phiu Ree. C
tc d kin nhn c nm th nht l 2000/c
phiu, nm th hai l 2100d/c phiu, nm th 3
l 2500/c phiu. Gi c phiu ny vo cui
nm th 3 d kin l 37000. Nu t sut li
nhun mong i ca nh u t l 20% th nh
u t s chp nhn mua c phiu REE vi
gi ti a l bao nhiu?