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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
337023.40上移2357.71%4.8989%$4680$40400
337519.10上移1952.30%5.0405%$3820$36150
338014.60上移1552.30%4.4147%$2920$31550
338510.30上移1046.83%4.0121%$2060$27300
33906.80上移741.45%3.3387%$1360$23850
33954.00上移426.51%2.9499%$800$19930
34002.10上移214.83%2.7453%$420$13030
34050.90上移17.28%1.6816%$180$9925
34100.30上移01.67%0.6327%$60$9325
34150.10上移00.24%0.2202%$20$9060
3102088.40上移8849.03%23.0473%$17680$39100
3104069.20上移6947.57%21.1554%$13840$34300
3106049.80上移5047.57%17.7318%$9960$29450
3108033.20上移3341.71%15.2982%$6640$25300
3110018.60上移1934.65%11.2287%$3720$21650
311208.80上移922.09%8.4263%$1760$16273
311403.40上移39.24%6.2196%$680$9923
311600.90上移12.45%1.9024%$180$9230
311800.00上移00.34%0.0000%$0$9010
366003,000.00上移3,00080.72%68.4497%$600000$169000
367002,910.00上移2,91079.14%73.8026%$582000$164500
368002,820.00上移2,82077.42%79.5945%$564000$160000
369002,700.00上移2,70080.72%67.6052%$540000$154000
370002,600.00上移2,60080.72%67.2859%$520000$149000
371002,500.00上移2,50080.72%66.9444%$500000$144000
372002,420.00上移2,42077.42%78.0623%$484000$140000
373002,300.00上移2,30080.72%66.1851%$460000$134000
374002,200.00上移2,20080.72%65.7612%$440000$129000
375002,120.00上移2,12077.42%76.5914%$424000$125000
376002,010.00上移2,01079.14%70.1734%$402000$119500
377001,900.00上移1,90080.72%64.2667%$380000$114000
378001,800.00上移1,80080.72%63.6771%$360000$109000
379001,700.00上移1,70080.72%63.0308%$340000$104000
380001,610.00上移1,61079.14%67.5067%$322000$99500
381001,510.00上移1,51079.14%66.6637%$302000$94500
382001,400.00上移1,40080.72%60.6562%$280000$89000
383001,420.00上移1,42057.99%132.5649%$284000$90000
384001,220.00上移1,22077.42%68.8690%$244000$80000
385001,100.00上移1,10080.72%57.3189%$220000$74000
386001,130.00上移1,13056.12%131.3494%$226000$75500
387001,030.00上移1,03056.12%128.2167%$206000$70500
38800940.00上移94053.99%131.0588%$188000$66000
38900845.00上移84552.83%130.1507%$169000$61250
39000700.00上移70062.07%98.3370%$140000$54000
39100615.00上移61558.93%101.5399%$123000$49750
39200560.00上移56049.52%120.2928%$112000$47000
39300463.00上移46348.89%112.2844%$92600$42150
39400368.00上移36847.82%102.6858%$73600$37400
39500280.00上移28045.23%92.9430%$56000$33000
39600200.00上移20041.18%81.1310%$40000$29000
39700131.00上移13134.86%66.7972%$26200$25550
3980079.00上移7925.77%57.2813%$15800$20475
3990043.50上移4415.88%53.4193%$8700$13700
31000022.00上移227.88%36.5160%$4400$11100
3102005.20上移50.81%10.0543%$1040$10260
3104001.40上移10.04%2.7794%$280$10070
 
  • 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3370買權0$4040022
大台指3--9765.000-22
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-1.000.00-0.09-23.293.97
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.007.48-100.00
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23.423400-2960042.29%-17.790.5792%
多頭避險策略圖示
買進買權策略圖示
3月台指370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9,393.93時間價值--
理論價值24.18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361.650.530.15%13:30
摩台指近1361.80.10.03%13:50
台指期近1977150.05%13:43
電子指數393.930.190.05%13:30
台電指近1394-0.15-0.04%13:45
金融指數1108.291.750.16%13:30
台金指近11109-1.6-0.14%13:45
小台指近1976710.01%13:44
名稱指數漲跌漲%時間
集中加權9750.51-2.69-0.03%13:30
不含電子13724.2612.320.09%13:30
不含金融8260.56-1.97-0.02%13:30
台灣507317.8710.580.14%13:30
集中電子393.23-0.51-0.13%13:30
集中金融1105.96-0.58-0.05%13:30
店頭加權133.7-0.38-0.28%13:30
不含金融186.02-0.31-0.17%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)73.250.150.213332
中100(0051)27.5208
元大電子(0053)31.35-0.35-1.128
元大台商50(0054)22.67-0.08-0.3512
寶金融(0055)14.96081
元大高股息(0056)24.24-0.13-0.53932
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