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
14200.30上移0100.00%0.0000%$60$17250
142530.00上移3054.63%5.7919%$6000$47000
143024.90上移2567.32%3.8795%$4980$41950
143514.30上移1497.94%0.1879%$2860$31350
144010.10上移1095.87%0.3084%$2020$27050
14451.80上移299.90%0.0019%$360$18750
14502.80上移386.22%0.3907%$560$19750
14550.20上移054.63%0.1057%$40$17175
14600.00上移07.31%0.0000%$0$12805
11140109.00上移10984.65%7.5623%$21800$44250
1116088.80上移8987.96%5.4549%$17760$39200
1118039.60上移40100.00%0.0000%$7920$26900
1120048.80上移4987.96%4.0243%$9760$29200
1122029.80上移3084.65%3.7418%$5960$24450
112401.10上移199.00%0.0127%$220$17270
112600.00上移020.69%0.0000%$0$14535
188002,110.00上移2,11091.35%29.3197%$422000$124500
189002,010.00上移2,01091.35%29.0987%$402000$119500
190001,910.00上移1,91091.35%28.8585%$382000$114500
191001,810.00上移1,81091.35%28.5963%$362000$109500
192001,710.00上移1,71091.35%28.3091%$342000$104500
193001,610.00上移1,61091.35%27.9930%$322000$99500
194001,510.00上移1,51091.35%27.6434%$302000$94500
195001,410.00上移1,41091.35%27.2547%$282000$89500
196001,310.00上移1,31091.35%26.8201%$262000$84500
197001,310.00上移1,31033.43%206.4064%$262000$84500
198001,210.00上移1,21033.43%202.6408%$242000$79500
199001,110.00上移1,11033.43%198.3697%$222000$74500
1100001,010.00上移1,01033.43%193.4840%$202000$69500
110100910.00上移91033.43%187.8409%$182000$64500
110200820.00上移82027.14%199.1507%$164000$60000
110300710.00上移71033.43%173.4484%$142000$54500
110400610.00上移61033.43%164.0715%$122000$49500
110500520.00上移52027.14%168.3876%$104000$45000
110550468.00上移46828.38%158.1045%$93600$42400
110600419.00上移41927.66%151.7420%$83800$39950
110650368.00上移36828.38%140.9420%$73600$37400
110700320.00上移32027.14%133.2297%$64000$35000
110750268.00上移26828.38%118.4825%$53600$32400
110800221.00上移22126.60%107.9627%$44200$30050
110850171.00上移17126.60%91.1172%$34200$27550
110900122.00上移12226.03%71.9071%$24400$25100
11095072.00上移7226.03%47.1313%$14400$22600
11100022.00上移2226.03%16.1924%$4400$20100
1110500.10上移012.78%0.1001%$20$17423
1111000.10上移02.15%0.1311%$20$14923
1111500.10上移00.14%0.1608%$20$12423
1112000.10上移00.02%0.1999%$20$10005
 
  • 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1420買權0$17250363
大台指1---363
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
00000
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.009.02-100.00
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0.3250-477500.00%-276.810.0145%
多頭避險策略圖示
買進買權策略圖示
1月台指420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10,584.80時間價值--
理論價值35.81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408.0310.25%13:30
摩台指近1407.70.70.17%13:49
台指期近111020370.34%13:29
電子指數455.80.880.19%13:30
台電指近1456.31.60.35%13:29
金融指數1253.74-0.9-0.07%13:30
台金指近11252.2-2-0.16%13:29
小台指近111020370.34%13:29
名稱指數漲跌漲%時間
集中加權11018.3632.250.29%13:29
不含電子15027.6739.950.27%13:29
不含金融9331.9434.050.37%13:29
台灣508282.1417.940.22%13:29
集中電子456.361.440.32%13:29
集中金融1252.31-2.33-0.19%13:29
店頭加權152.42-0.05-0.03%13:30
不含金融230.660.680.3%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)85.150.150.185687
中100(0051)32.4508
元大電子(0053)36.300.230.642
元大台商50(0054)24.330.220.911
寶金融(0055)17.15025
元大高股息(0056)25.920.120.477002