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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
12250107.50上移10881.16%3.2535%$21500$124500
12255102.50上移10381.16%3.2320%$20500$119500
1226097.50上移9881.16%3.2086%$19500$114500
1226592.50上移9381.16%3.1830%$18500$109500
1227087.50上移8881.16%3.1550%$17500$104500
1227582.50上移8381.16%3.1242%$16500$99500
1228077.50上移7881.16%3.0902%$15500$94500
1228572.50上移7381.16%3.0523%$14500$89500
1229067.50上移6881.16%3.0099%$13500$84500
1229562.50上移6381.16%2.9623%$12500$79500
1230057.50上移5881.16%2.9082%$11500$74500
1230552.50上移5381.16%2.8463%$10500$69500
1231047.80上移4881.16%2.7816%$9560$64750
1231542.80上移4381.16%2.6991%$8560$59750
1232037.80上移3881.16%2.6015%$7560$54750
1232532.80上移3381.16%2.4842%$6560$49750
123400.10上移099.76%0.0003%$20$17105
123450.00上移099.17%0.0000%$0$17010
1235023.40上移2355.29%5.1729%$4680$40450
1235519.10上移1952.26%5.0587%$3820$36050
1236014.30上移1452.26%4.3622%$2860$31300
123659.90上移1052.26%3.5074%$1980$26950
123706.00上移648.99%2.6672%$1200$22950
123753.00上移343.25%1.7533%$600$19420
123801.00上移131.42%1.0977%$200$12495
123850.20上移021.45%0.3412%$40$9210
123900.00上移012.07%0.0000%$0$9030
123950.00上移06.06%0.0000%$0$9020
12840208.00上移20880.38%11.8289%$41600$69000
12860188.00上移18880.38%11.5268%$37600$64000
12900148.00上移14880.38%10.7547%$29600$54000
12920128.00上移12880.38%10.2504%$25600$49000
12940108.00上移10880.38%9.6316%$21600$44000
129802.30上移299.80%0.0052%$460$17575
12100089.40上移8948.34%23.4735%$17880$39350
12102069.60上移7048.34%20.9043%$13920$34400
12104050.20上移5047.23%17.9293%$10040$29550
12106032.60上移3344.91%14.2818%$6520$25150
12108016.40上移1640.14%9.3053%$3280$21100
1211004.60上移530.90%3.9995%$920$15895
1211200.90上移116.04%1.5151%$180$9975
1211400.00上移05.54%0.0000%$0$9005
1211600.00上移01.51%0.0000%$0$9005
1211800.00上移00.35%0.0000%$0$9005
1264002,810.00上移2,81057.44%149.9606%$562000$159500
1265002,710.00上移2,71057.44%149.3043%$542000$154500
1266002,610.00上移2,61057.44%148.6041%$522000$149500
1267002,520.00上移2,52056.05%152.7641%$504000$145000
1268002,410.00上移2,41057.44%147.0532%$482000$139500
1269002,310.00上移2,31057.44%146.1912%$462000$134500
1270002,210.00上移2,21057.44%145.2627%$442000$129500
1271002,110.00上移2,11057.44%144.2596%$422000$124500
1272002,010.00上移2,01057.44%143.1726%$402000$119500
1273001,910.00上移1,91057.44%141.9906%$382000$114500
1274001,810.00上移1,81057.44%140.7006%$362000$109500
1275001,710.00上移1,71057.44%139.2873%$342000$104500
1276001,610.00上移1,61057.44%137.7319%$322000$99500
1277001,510.00上移1,51057.44%136.0119%$302000$94500
1278001,410.00上移1,41057.44%134.0997%$282000$89500
1279001,310.00上移1,31057.44%131.9612%$262000$84500
1280001,280.00上移1,28063.29%113.2260%$256000$83000
1281001,190.00上移1,19062.11%114.8767%$238000$78500
1282001,180.00上移1,18049.36%153.2185%$236000$78000
1283001,000.00上移1,00060.91%113.3043%$200000$69000
128400985.00上移98548.70%148.0747%$197000$68250
128500825.00上移82557.49%116.4174%$165000$60250
128600765.00上移76551.68%129.1347%$153000$57250
128700675.00上移67550.12%127.6550%$135000$52750
128800585.00上移58548.70%124.3959%$117000$48250
128900492.00上移49247.71%118.0123%$98400$43600
129000394.00上移39447.50%106.8992%$78800$38700
129100300.00上移30046.74%93.9882%$60000$34000
129200211.00上移21145.31%78.1021%$42200$29550
129300133.00上移13342.30%59.8370%$26600$25650
12940071.00上移7137.09%41.5055%$14200$21523
12950030.50上移3129.48%29.6711%$6100$14498
12960011.50上移1220.52%17.2864%$2300$10575
1297003.60上移412.65%6.1780%$720$10180
1298001.40上移16.89%2.5890%$280$10070
1299000.50上移13.50%0.9626%$100$10025
12100000.30上移01.61%0.5895%$60$10015
12102000.10上移00.30%0.1993%$20$10005
12104000.10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12250買權0$12450010
大台指12--9389.000-10
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-1.000.000.00-10.272.65
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.0016.13-100.00
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107.5107500-6250018.84%-24.480.8635%
多頭避險策略圖示
買進買權策略圖示
12月台指250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9,142.68時間價值--
理論價值119.24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350.870.580.17%13:30
摩台指近1351.70.90.26%02:00
台指期近19390220.23%13:44
電子指數374.470.220.06%13:30
台電指近1374.050.40.11%13:44
金融指數1090.983.770.35%13:30
台金指近11090.45.40.5%13:44
小台指近19390220.23%13:44
名稱指數漲跌漲%時間
集中加權9379.463.60.04%13:30
不含電子13384.732.250.24%13:30
不含金融7917.541.130.01%13:30
台灣507115.2711.530.16%13:30
集中電子373.71-0.54-0.14%13:30
集中金融1089.322.110.19%13:30
店頭加權124.270.220.18%13:30
不含金融166.360.10.06%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)73.150.250.345410
中100(0051)25.77032
元大電子(0053)29.730.010.031
元大台商50(0054)21.480.120.5624
寶金融(0055)14.630181
元大高股息(0056)23.430.100.431400
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