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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
536038.30上移3866.48%4.6473%$7660$55250
53651.60上移299.90%0.0017%$320$18575
537015.50上移1693.20%0.6486%$3100$32500
53750.30上移099.07%0.0032%$60$17320
53800.10上移097.26%0.0032%$20$17050
538514.80上移1563.50%3.3922%$2960$31850
53900.60上移185.63%0.0981%$120$17575
53950.60上移174.95%0.1710%$120$17575
54003.80上移450.93%1.8362%$760$20310
54051.60上移241.95%1.4116%$320$13160
54100.30上移030.19%0.4497%$60$9315
54150.30上移018.46%0.5272%$60$9280
54200.10上移09.66%0.1995%$20$9055
54250.00上移04.86%0.0000%$0$9005
5100079.40上移7938.14%26.6577%$15880$36850
5102060.00上移6036.08%23.9700%$12000$32000
510401.90上移293.80%0.1349%$380$17470
510601.60上移271.35%0.5267%$320$17405
5108012.40上移1217.26%10.2087%$2480$20100
511004.30上移46.30%5.8733%$860$13720
511201.10上移11.10%2.3433%$220$9285
511400.20上移00.09%0.4416%$40$9050
581001,580.00上移1,58043.64%181.7322%$316000$98000
582001,420.00上移1,42052.90%148.6267%$284000$90000
583001,320.00上移1,32052.90%146.2871%$264000$85000
584001,220.00上移1,22052.90%143.6550%$244000$80000
585001,200.00上移1,20040.41%181.0329%$240000$79000
586001,100.00上移1,10040.41%177.1595%$220000$74000
58700985.00上移98542.91%164.7873%$197000$68250
58800765.00上移76562.01%101.5279%$153000$57250
58900770.00上移77045.20%146.7687%$154000$57500
59000675.00上移67544.42%142.2427%$135000$52750
59100545.00上移54549.24%119.6290%$109000$46250
59200515.00上移51537.88%142.9801%$103000$44750
59300421.00上移42136.85%132.7648%$84200$40050
59400332.00上移33235.19%120.8816%$66400$35600
59500247.00上移24732.99%105.5915%$49400$31350
59600170.00上移17029.62%87.0153%$34000$27500
59700106.00上移10624.74%65.6589%$21200$24300
5980058.00上移5818.51%52.8860%$11600$17874
5990026.50上移2712.36%41.0147%$5300$11325
51000010.50上移116.59%18.6376%$2100$10525
5102002.00上移21.37%3.9061%$400$10100
5104000.60上移10.18%1.1943%$120$10030
5106000.20上移00.02%0.3995%$40$10010
 
  • 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5360買權0$5525023
大台指5--9705.000-23
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-1.000.00-0.02-23.653.83
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.007.33-100.00
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38.338250-5575033.52%-43.880.6923%
多頭避險策略圖示
買進買權策略圖示
5月台指360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9,357.95時間價值--
理論價值39.81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361.660.420.12%13:30
摩台指近1361.50.80.22%13:50
台指期近1970570.07%13:45
電子指數399.56-0.06-0.02%13:30
台電指近1398.90.550.14%13:45
金融指數1082.581.690.16%13:30
台金指近11080.21.60.15%13:45
小台指近1970570.07%13:44
名稱指數漲跌漲%時間
集中加權9719.482.070.02%13:29
不含電子13368.450.920.01%13:29
不含金融8256.780.290%13:29
台灣507343.999.370.13%13:29
集中電子399.750.130.03%13:29
集中金融1082.431.540.14%13:29
店頭加權130.18-1.16-0.88%13:30
不含金融182.72-2.28-1.23%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)73.650.150.24304
中100(0051)27.2002
元大電子(0053)31.66-0.21-0.6621
元大台商50(0054)23.050.010.048
寶金融(0055)14.60015
元大高股息(0056)24.110.020.081196
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