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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
941025.50上移2613.34%10.3992%$5100$42500
941520.80上移2113.34%9.5372%$4160$37800
942016.90上移1712.54%8.7074%$3380$33950
942513.10上移1311.19%7.7432%$2620$30050
94309.70上移1010.55%6.5116%$1940$26650
94356.60上移79.51%5.0613%$1320$23600
94404.30上移47.92%4.2302%$860$18720
94450.00上移07.52%0.0000%$0$9430
94501.30上移15.32%2.3900%$260$10300
94550.60上移14.05%1.1994%$120$9600
94600.30上移02.88%0.6296%$60$9255
9102098.20上移9884.71%7.2273%$19640$41550
9104078.80上移7984.71%6.5660%$15760$36700
9106061.40上移6181.76%6.9239%$12280$32350
9108043.80上移4479.65%6.3780%$8760$27950
9110029.40上移2972.69%6.5948%$5880$24350
9112016.60上移1763.21%5.7751%$3320$21150
911407.90上移847.01%5.7881%$1580$14465
911603.00上移325.58%4.5797%$600$9750
911800.90上移110.01%1.7540%$180$9235
912000.20上移02.09%0.4323%$40$9060
972002,900.00上移2,90082.50%61.8902%$580000$164000
973002,800.00上移2,80082.50%61.6352%$560000$159000
974002,700.00上移2,70082.50%61.3636%$540000$154000
975002,600.00上移2,60082.50%61.0738%$520000$149000
976002,500.00上移2,50082.50%60.7639%$500000$144000
977002,400.00上移2,40082.50%60.4317%$480000$139000
978002,450.00上移2,45066.39%116.3880%$490000$141500
979002,160.00上移2,16085.70%48.6425%$432000$127000
980002,090.00上移2,09083.37%56.2862%$418000$123500
981001,960.00上移1,96085.70%47.9111%$392000$117000
982001,860.00上移1,86085.70%47.4964%$372000$112000
983001,760.00上移1,76085.70%47.0430%$352000$107000
984001,690.00上移1,69083.37%54.3086%$338000$103500
985001,560.00上移1,56085.70%45.9959%$312000$97000
986001,620.00上移1,62070.12%96.8112%$324000$100000
987001,400.00上移1,40082.50%55.0562%$280000$89000
988001,450.00上移1,45066.39%106.5235%$290000$91500
989001,330.00上移1,33068.85%96.9111%$266000$85500
990001,250.00上移1,25066.39%103.0982%$250000$81500
991001,140.00上移1,14067.61%97.1700%$228000$76000
992001,050.00上移1,05066.39%98.7147%$210000$71500
99300960.00上移96065.21%99.6967%$192000$67000
99400865.00上移86564.59%98.4085%$173000$62250
99500755.00上移75565.79%91.0257%$151000$56750
99600670.00上移67064.03%91.8091%$134000$52500
99700570.00上移57064.03%86.3280%$114000$47500
99800490.00上移49061.64%86.4202%$98000$43500
99900403.00上移40360.05%82.2470%$80600$39150
910000322.00上移32257.45%78.0689%$64400$35100
910100246.00上移24654.16%72.0552%$49200$31300
910200178.00上移17849.94%63.8758%$35600$27900
910300120.00上移12044.25%53.5200%$24000$25000
91040074.00上移7437.46%49.2598%$14800$18790
91050041.00上移4129.64%47.5249%$8200$12140
91060020.00上移2021.07%28.7018%$4000$11000
9107009.20上移913.62%15.1950%$1840$10460
9108004.20上移48.18%7.5542%$840$10210
9109001.60上移24.21%3.0410%$320$10080
9110000.80上移12.04%1.5611%$160$10040
9111000.60上移10.90%1.1856%$120$10030
9112000.30上移00.43%0.5965%$60$10015
9113000.30上移00.22%0.5978%$60$10015
9114000.20上移00.08%0.3993%$40$10010
9115000.20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9410買權0$4250030
大台指9--10258.000-30
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-0.970.00-9.66-36.8210.30
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.009.19-100.00
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25.525500-8050086.66%26.730.6%
多頭避險策略圖示
買進買權策略圖示
9月台指410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9,911.33時間價值--
理論價值28.03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388.65-2.13-0.55%13:30
摩台指近1387.60.10.03%02:00
台指期近110259-37-0.36%13:44
電子指數437.420.580.13%13:30
台電指近1434.7-2-0.46%13:44
金融指數1121.963.330.3%13:30
台金指近11118.4-5.8-0.52%13:44
小台指近110260-36-0.35%13:44
名稱指數漲跌漲%時間
集中加權10326.53-42.84-0.41%13:30
不含電子13680.7-44.62-0.33%13:30
不含金融8803.01-34.8-0.39%13:30
台灣507880.26-45.56-0.57%13:30
集中電子437.73-2.12-0.48%13:30
集中金融1122.95-6.17-0.55%13:30
店頭加權135.28-0.19-0.14%13:30
不含金融197.76-0.05-0.03%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)81.15-0.50-0.612303
中100(0051)30.4003
元大電子(0053)35.70-0.57-1.5735
元大台商50(0054)25.53-0.18-0.723
寶金融(0055)15.8508
元大高股息(0056)25.78-0.07-0.271950
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