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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
842020.40上移200.00%10.9237%$4080$37350
842516.10上移160.00%9.7281%$3220$33100
843011.80上移120.00%8.2087%$2360$28750
84358.10上移80.00%6.4542%$1620$25100
84405.00上移50.00%4.5351%$1000$22050
84452.80上移30.00%2.9396%$560$19050
84501.30上移10.00%2.0676%$260$12575
84550.60上移10.00%1.2565%$120$9550
84600.20上移00.00%0.4369%$40$9155
8104078.80上移7983.07%7.2702%$15760$36700
8106059.40上移5981.87%6.7625%$11880$31850
8108041.20上移4180.06%6.0185%$8240$27300
8110024.80上移2577.26%4.8617%$4960$23200
8112012.00上移1267.84%3.8592%$2400$20000
811404.40上移451.41%2.3881%$880$17905
811601.20上移128.67%1.4142%$240$12105
811800.10上移011.35%0.1967%$20$9015
812000.00上移02.76%0.0000%$0$9005
884001,810.00上移1,81085.26%48.7295%$362000$109500
885001,710.00上移1,71085.26%48.2400%$342000$104500
886001,610.00上移1,61085.26%47.7013%$322000$99500
887001,510.00上移1,51085.26%47.1056%$302000$94500
888001,410.00上移1,41085.26%46.4434%$282000$89500
889001,360.00上移1,36080.29%61.6221%$272000$87000
890001,290.00上移1,29076.33%73.1360%$258000$83500
891001,210.00上移1,21073.64%80.2405%$242000$79500
892001,120.00上移1,12072.15%83.1787%$224000$75000
893001,020.00上移1,02072.15%81.1629%$204000$70000
89400965.00上移96565.69%98.4659%$193000$67250
89500865.00上移86565.69%95.3515%$173000$62250
89600765.00上移76565.69%91.6931%$153000$57250
89700665.00上移66565.69%87.3345%$133000$52250
89800570.00上移57064.98%84.0480%$114000$47500
89900473.00上移47364.43%78.8962%$94600$42650
810000379.00上移37963.61%72.6841%$75800$37950
810100290.00上移29061.80%66.1373%$58000$33500
810200207.00上移20759.13%57.6497%$41400$29350
810300136.00上移13654.85%47.6000%$27200$25800
81040081.00上移8147.45%36.9332%$16200$23050
81050043.00上移4337.87%27.0980%$8600$19718
81060020.00上移2026.65%21.6244%$4000$13568
8107008.40上移816.39%13.4803%$1680$10420
8108003.30上移38.80%5.9215%$660$10165
8109001.10上移13.98%2.1009%$220$10055
8110000.50上移11.64%0.9811%$100$10025
8111000.20上移00.57%0.3973%$40$10010
8112000.20上移00.17%0.3989%$40$10010
8113000.10上移00.06%0.1998%$20$10005
8114000.10上移00.01%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8420買權0$3735021
大台指8--10362.000-21
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-0.970.00-7.07-25.6710.99
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.0011.10-100.00
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20.42035059350100.00%54.480.5448%
多頭避險策略圖示
買進買權策略圖示
8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10,043.15時間價值--
理論價值24.67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395.870.280.07%13:24
摩台指近1394.3-0.4-0.1%13:50
台指期近11036330.03%13:45
電子指數444.251.440.33%13:30
台電指近1440.81.150.26%13:44
金融指數1139.22-1.46-0.13%13:30
台金指近11120.4-2.6-0.23%13:44
小台指近11036330.03%13:44
名稱指數漲跌漲%時間
集中加權10469.177.890.08%13:29
不含電子13831.42-53.31-0.38%13:29
不含金融8922.748.350.09%13:29
台灣508008.27-4.18-0.05%13:29
集中電子444.731.920.43%13:29
集中金融1140.1-0.58-0.05%13:29
店頭加權139.240.690.5%13:30
不含金融203.312.11.04%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)82.450.150.182118
中100(0051)30.070263
元大電子(0053)36.300.300.835
元大台商50(0054)25.720.120.4710
寶金融(0055)15.90044
元大高股息(0056)26.160.130.51109
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