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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
431575.00上移7595.34%0.7598%$15000$92000
432070.00上移7095.34%0.7499%$14000$87000
432565.00上移6595.34%0.7388%$13000$82000
433060.00上移6095.34%0.7262%$12000$77000
433555.00上移5595.34%0.7119%$11000$72000
434050.50上移5195.34%0.6973%$10100$67500
434545.50上移4695.34%0.6785%$9100$62500
435040.50上移4195.34%0.6565%$8100$57500
435535.50上移3695.34%0.6302%$7100$52500
436030.80上移3195.34%0.6012%$6160$47750
436536.80上移3767.45%4.4571%$7360$53750
437024.60上移2588.81%1.3234%$4920$41600
437526.50上移2767.45%3.9659%$5300$43500
438023.90上移2459.33%4.7473%$4780$40950
438519.60上移2055.18%4.7938%$3920$36650
439015.10上移1550.64%4.6438%$3020$32100
439510.80上移1150.64%3.8352%$2160$27800
44007.30上移742.12%3.4776%$1460$24300
44054.50上移533.78%2.8086%$900$21220
44102.40上移222.82%2.6237%$480$14120
44151.10上移112.06%1.9203%$220$10075
44200.40上移05.32%0.8058%$80$9400
44250.10上移01.71%0.2164%$20$9085
44300.00上移00.39%0.0000%$0$9005
4940151.00上移15198.36%0.9046%$30200$54750
4960132.00上移13298.01%1.0507%$26400$50000
4980112.00上移11298.01%0.9906%$22400$45000
4100091.80上移9298.36%0.7537%$18360$39950
4102072.60上移7398.01%0.8220%$14520$35150
4104088.00上移8850.84%22.1850%$17600$39000
4106068.40上移6850.84%19.7217%$13680$34100
4108049.40上移4948.49%17.3397%$9880$29350
4110032.80上移3342.38%14.9995%$6560$25200
4112018.60上移1930.08%12.0140%$3720$21650
411408.30上移814.42%8.4360%$1660$16840
411603.00上移33.13%5.5275%$600$10515
411800.80上移10.28%1.7333%$160$9205
479001,860.00上移1,86079.37%68.5211%$372000$112000
480001,760.00上移1,76079.37%67.8669%$352000$107000
481001,660.00上移1,66079.37%67.1486%$332000$102000
482001,560.00上移1,56079.37%66.3563%$312000$97000
483001,500.00上移1,50073.46%84.7021%$300000$94000
484001,400.00上移1,40073.46%83.4966%$280000$89000
485001,300.00上移1,30073.46%82.1476%$260000$84000
486001,170.00上移1,17078.01%66.3956%$234000$77500
487001,070.00上移1,07078.01%64.9084%$214000$72500
488001,050.00上移1,05064.84%103.2671%$210000$71500
48900915.00上移91571.00%81.9614%$183000$64750
49000910.00上移91053.80%130.3628%$182000$64500
49100755.00上移75563.77%96.4005%$151000$56750
49200715.00上移71552.80%123.2804%$143000$54750
49300615.00上移61552.80%116.6955%$123000$49750
49400520.00上移52051.86%111.2569%$104000$45000
49500425.00上移42550.93%103.6261%$85000$40250
49600334.00上移33449.10%95.2415%$66800$35700
49700250.00上移25046.17%85.4444%$50000$31500
49800174.00上移17441.83%73.0800%$34800$27700
49900111.00上移11134.98%58.7961%$22200$24550
41000066.00上移6625.74%54.3155%$13200$18047
41020016.50上移178.85%27.7871%$3300$10825
4104003.70上移41.36%7.1668%$740$10185
4106001.20上移10.11%2.3831%$240$10060
 
  • 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4315買權0$9200026
大台指4--9908.000-26
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-1.000.000.00-24.143.34
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.005.96-100.00
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75.075000-550004.66%-53.200.8152%
多頭避險策略圖示
買進買權策略圖示
4月台指315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9,615.74時間價值--
理論價值89.64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367.32-0.04-0.01%13:30
摩台指近1366.600%13:49
台指期近19909130.13%13:45
電子指數404.770.390.1%13:30
台電指近1404.10.60.15%13:45
金融指數1131.064.010.36%13:30
台金指近111283.60.32%13:45
小台指近19909130.13%13:44
名稱指數漲跌漲%時間
集中加權9924.311.650.02%13:30
不含電子13796.63-0.77-0.01%13:30
不含金融8403.05-1.58-0.02%13:30
台灣507429.80.710.01%13:30
集中電子404.530.150.04%13:30
集中金融1129.892.840.25%13:30
店頭加權137.770.150.11%13:30
不含金融194.410.490.25%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)74.350.150.24096
中100(0051)28.10018
元大電子(0053)32.340.220.6831
元大台商50(0054)23.120.030.136
寶金融(0055)15.170322
元大高股息(0056)25.00-0.08-0.321106
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