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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
63807.30上移782.57%1.0451%$1460$24350
638519.40上移1948.81%5.4565%$3880$36400
63907.20上移764.55%2.1138%$1440$24150
63950.00上移068.64%0.0000%$0$17035
640021.80上移2216.53%9.3917%$4360$38750
640517.40上移1715.19%8.5921%$3480$34350
641013.00上移1313.92%7.4603%$2600$30000
64158.90上移913.92%5.9159%$1780$25900
64205.50上移611.62%4.3304%$1100$22450
64253.00上移38.91%3.1446%$600$17380
64301.50上移26.83%2.5869%$300$10805
64350.70上移14.37%1.3838%$140$9675
64400.30上移02.55%0.6318%$60$9255
64450.10上移01.41%0.2175%$20$9065
6102092.60上移9352.70%21.8181%$18520$40150
6104072.80上移7352.70%19.5650%$14560$35200
6106053.40上移5351.61%17.0282%$10680$30350
6108035.60上移3649.22%13.9596%$7120$25900
6110020.00上移2043.59%10.2564%$4000$22000
611208.80上移934.97%6.5413%$1760$17497
611402.90上移322.04%4.1024%$580$11022
611600.70上移110.41%1.3670%$140$9175
611800.10上移03.58%0.2138%$20$9020
612000.00上移00.87%0.0000%$0$9005
670002,950.00上移2,95077.03%81.3952%$590000$166500
671002,850.00上移2,85077.03%81.0706%$570000$161500
672002,750.00上移2,75077.03%80.7252%$550000$156500
673002,650.00上移2,65077.03%80.3571%$530000$151500
674002,550.00上移2,55077.03%79.9638%$510000$146500
675002,450.00上移2,45077.03%79.5428%$490000$141500
676002,350.00上移2,35077.03%79.0908%$470000$136500
677002,250.00上移2,25077.03%78.6046%$450000$131500
678002,150.00上移2,15077.03%78.0798%$430000$126500
679002,050.00上移2,05077.03%77.5119%$410000$121500
680001,970.00上移1,97074.25%86.3447%$394000$117500
681001,870.00上移1,87074.25%85.6044%$374000$112500
682001,770.00上移1,77074.25%84.7953%$354000$107500
683001,670.00上移1,67074.25%83.9073%$334000$102500
684001,570.00上移1,57074.25%82.9282%$314000$97500
685001,490.00上移1,49071.14%91.9816%$298000$93500
686001,370.00上移1,37074.25%80.6343%$274000$87500
687001,270.00上移1,27074.25%79.2788%$254000$82500
688001,170.00上移1,17074.25%77.7484%$234000$77500
689001,070.00上移1,07074.25%76.0069%$214000$72500
690001,010.00上移1,01067.85%93.4432%$202000$69500
69100870.00上移87074.25%71.6880%$174000$62500
69200900.00上移90052.61%133.2844%$180000$64000
69300800.00上移80052.61%128.5153%$160000$59000
69400700.00上移70052.61%122.8630%$140000$54000
69500600.00上移60052.61%116.0571%$120000$49000
69600505.00上移50551.93%109.7191%$101000$44250
69700410.00上移41051.15%101.4101%$82000$39500
69800318.00上移31849.75%91.5731%$63600$34900
69900231.00上移23147.56%79.3037%$46200$30550
610000155.00上移15543.37%65.6273%$31000$26750
61020050.00上移5027.39%44.9069%$10000$16169
61040011.50上移129.38%19.7093%$2300$10575
6106002.30上移21.75%4.4681%$460$10115
6108000.70上移10.20%1.3923%$140$10035
 
  • 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6380買權0$2435026
大台指6--10120.000-26
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-1.000.000.00-29.134.03
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.008.02-100.00
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7.37350-8865017.43%-295.350.3018%
多頭避險策略圖示
買進買權策略圖示
6月台指380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9,737.60時間價值--
理論價值43.27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379.490.290.08%09:44
摩台指近1379.60.40.11%09:44
台指期近110123160.16%09:44
電子指數422.87-0.09-0.02%09:44
台電指近1422.85-0.05-0.01%09:44
金融指數1114.080.150.01%09:44
台金指近11115.41.60.14%09:44
小台指近110122150.15%09:44
名稱指數漲跌漲%時間
集中加權10116.167.670.08%09:44
不含電子13639.0424.790.18%09:44
不含金融8608.227.690.09%09:44
台灣507686.712.090.03%09:44
集中電子422.92-0.04-0.01%09:44
集中金融1113.74-0.19-0.02%09:44
店頭加權135.260.360.27%09:44
不含金融191.730.640.33%09:44
名稱成交漲跌漲%成交量
元大台灣50(0050)77.150.150.19633
中100(0051)28.2504
元大電子(0053)33.560.180.5447
元大台商50(0054)23.920.010.042
寶金融(0055)15.06010
元大高股息(0056)24.930.120.481603
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