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多頭避險 (Protective Call)月份
月份履約價參考價新損益平衡點被履約機率期望報酬率預收權利金付出保證金分析
230558.00上移5891.42%1.3270%$11600$75000
231053.00上移5391.42%1.2993%$10600$70000
231548.80上移4991.42%1.2736%$9760$65750
232043.80上移4491.42%1.2372%$8760$60750
232539.00上移3989.65%1.4416%$7800$56000
233034.00上移3489.65%1.3800%$6800$51000
233529.80上移3089.65%1.3195%$5960$46750
23400.40上移0100.00%0.0000%$80$17395
23450.30上移099.97%0.0001%$60$17305
235025.50上移2653.30%5.6040%$5100$42500
235520.50上移2153.30%5.1059%$4100$37500
236016.40上移1649.55%4.9618%$3280$33350
236512.20上移1245.40%4.5703%$2440$29150
23708.50上移941.59%3.8940%$1700$25500
23755.20上移533.28%3.1256%$1040$22200
23802.80上移325.93%2.6606%$560$15590
23851.20上移114.59%2.0096%$240$10200
23900.50上移17.04%0.9837%$100$9450
23950.10上移02.65%0.2143%$20$9085
24000.00上移00.81%0.0000%$0$9005
2860176.00上移17685.45%8.3961%$35200$61000
2880157.00上移15784.80%8.4850%$31400$56250
2900137.00上移13784.80%8.1264%$27400$51250
2920117.00上移11784.80%7.6904%$23400$46250
294097.80上移9882.66%8.1826%$19560$41450
296078.60上移7981.93%7.7506%$15720$36650
298092.00上移9248.37%23.7498%$18400$40000
2100072.40上移7248.37%21.2992%$14480$35100
2102011.00上移1187.16%1.4303%$2200$19750
2104019.40上移1962.71%6.6217%$3880$21850
2106012.40上移1248.37%6.3703%$2480$20100
210809.50上移1030.15%7.7169%$1900$17198
211003.00上移318.05%4.6505%$600$10573
211200.70上移18.38%1.3965%$140$9185
211400.20上移02.96%0.4291%$40$9045
211600.00上移00.87%0.0000%$0$9005
276001,590.00上移1,59071.61%91.6550%$318000$98500
277001,490.00上移1,49071.61%90.4836%$298000$93500
278001,390.00上移1,39071.61%89.1799%$278000$88500
279001,380.00上移1,38057.33%133.8286%$276000$88000
280001,310.00上移1,31052.40%147.5882%$262000$84500
281001,210.00上移1,21052.40%144.8956%$242000$79500
282001,090.00上移1,09055.51%131.9567%$218000$73500
283001,010.00上移1,01052.40%138.3482%$202000$69500
28400910.00上移91052.40%134.3132%$182000$64500
28500825.00上移82550.02%136.8747%$165000$60250
28600730.00上移73049.26%133.4782%$146000$55500
28700630.00上移63049.26%126.5988%$126000$50500
28800535.00上移53548.36%120.7755%$107000$45750
28900445.00上移44546.79%114.8046%$89000$41250
29000356.00上移35644.84%106.7226%$71200$36800
29100272.00上移27242.26%96.3514%$54400$32600
29200195.00上移19538.15%83.9009%$39000$28750
29300128.00上移12832.76%67.7694%$25600$25400
2940074.00上移7425.91%55.0606%$14800$19915
2950037.00上移3718.05%46.4164%$7400$13065
2960015.50上移1610.67%25.7005%$3100$10775
297005.80上移65.34%10.6711%$1160$10290
298002.10上移22.38%4.0574%$420$10105
299001.00上移10.88%1.9725%$200$10050
2100000.50上移10.32%0.9943%$100$10025
2102000.30上移00.04%0.5989%$60$10015
 
  • 策略分析
多頭避險 (Protective Call)
買/賣月份履約價型式參考價權利金距到期日數部位分析
買進2305買權0$7500025
大台指2--9330.000-25
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-1.000.000.00-22.543.23
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.009.11-100.00
損益分析 (Profit & Loss Analysis)
組合損益平衡點(BEP)最大獲利(MP)最大損失(ML)到期達成率最大獲利倍數期望報酬率
下移58.058000-510008.58%-55.530.7733%
多頭避險策略圖示
買進買權策略圖示
2月台指305買權
成交價 --成交時間 --
漲跌 --買進 --
漲跌幅 --賣出 --
現量 --開盤 --
總量 --最高 --
未平倉量 --最低 --
內含價值9,026.46時間價值--
理論價值71.56折溢價%--
委託最佳買進五檔委託最佳賣出五檔
價格數量價格數量
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合計--合計--
%
%
名稱指數漲跌漲%時間
摩根現貨346.670.590.17%13:30
摩台指近1346.6-0.4-0.12%01:59
台指期近19330260.28%13:45
電子指數375.790.660.18%13:30
台電指近1375.71.150.31%13:44
金融指數1071.291.860.17%13:30
台金指近11073.22.60.24%13:44
小台指近19332280.3%13:45
名稱指數漲跌漲%時間
集中加權9344.2926.170.28%13:29
不含電子13172.9730.780.23%13:29
不含金融7901.6421.490.27%13:29
台灣507021.2713.910.2%13:29
集中電子376.331.20.32%13:29
集中金融10733.570.33%13:29
店頭加權125.16-0.23-0.18%13:30
不含金融170.81-0.61-0.36%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)72.150.200.282414
中100(0051)26.14066
元大電子(0053)29.900.010.0353
元大台商50(0054)21.640.030.149
寶金融(0055)14.380195
元大高股息(0056)23.35-0.04-0.17594
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