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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
1041024.10上移2483.67%1.9128%$4820$41150
1041518.40上移1884.99%1.5582%$3680$35450
1042014.20上移1483.67%1.4888%$2840$31150
1042510.20上移1082.30%1.3299%$2040$27150
104306.90上移780.59%1.1207%$1380$23900
104354.20上移475.45%1.1444%$840$18020
104402.30上移269.86%1.2297%$460$11275
104451.00上移161.36%0.7728%$200$10000
104500.50上移152.62%0.5001%$100$9475
104550.20上移042.09%0.2519%$40$9195
104600.00上移031.61%0.0000%$0$9035
101000118.00上移11876.79%11.7797%$23600$46500
1010200.00上移099.97%0.0000%$0$17010
10104079.20上移7975.98%10.3390%$15840$36800
10106059.40上移5975.98%8.9594%$11880$31850
10108041.00上移4174.35%7.7185%$8200$27250
10110025.20上移2570.73%6.3314%$5040$23300
10112012.60上移1363.62%4.5498%$2520$20150
1011404.20上移450.73%3.0833%$840$13423
1011600.80上移134.93%1.1310%$160$9205
1011800.20上移017.67%0.3637%$40$9055
1086001,550.00上移1,55079.81%64.8591%$310000$96500
1087001,450.00上移1,45079.81%63.9902%$290000$91500
1088001,350.00上移1,35079.81%63.0208%$270000$86500
1089001,250.00上移1,25079.81%61.9325%$250000$81500
1090001,150.00上移1,15079.81%60.7020%$230000$76500
1091001,020.00上移1,02083.26%48.7851%$204000$70000
109200930.00上移93082.09%50.8589%$186000$65500
109300880.00上移88075.62%68.1092%$176000$63000
109400735.00上移73581.60%48.5166%$147000$55750
109500760.00上移76063.48%97.3867%$152000$57000
109600680.00上移68060.06%102.4875%$136000$53000
109700580.00上移58060.06%96.5217%$116000$48000
109800488.00上移48858.69%92.8999%$97600$43400
109900394.00上移39457.82%85.8859%$78800$38700
1010000307.00上移30755.71%79.1676%$61400$34350
1010100226.00上移22652.50%70.8581%$45200$30300
1010200154.00上移15447.62%60.4234%$30800$26700
101030095.00上移9540.85%50.6239%$19000$22200
101040052.00上移5231.63%47.2457%$10400$15050
101050025.50上移2621.44%35.5349%$5100$11275
101060011.50上移1212.21%19.0938%$2300$10575
10107005.20上移55.78%9.5506%$1040$10260
10108002.90上移32.42%5.5787%$580$10145
10109001.60上移20.81%3.1489%$320$10080
10110001.00上移10.24%1.9853%$200$10050
10111000.60上移10.08%1.1955%$120$10030
 
  • 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10410買權0$4115021
大台指10--10261.000-21
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-0.98-0.01-6.32-25.139.61
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
21.7510.85100.46
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24.124150-8885016.33%-171.070.5869%
多頭避險策略圖示
買進買權策略圖示
10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9,847.02時間價值--
理論價值22.20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382.6-3.04-0.79%13:30
摩台指近1383.2-2.3-0.6%13:49
台指期近110264-68-0.66%13:45
電子指數431.82-5.53-1.26%13:30
台電指近1432.2-4.65-1.06%13:44
金融指數1121.493.790.34%13:30
台金指近11119.42.60.23%13:44
小台指近110262-70-0.68%13:45
名稱指數漲跌漲%時間
集中加權10269.01-66.88-0.65%13:30
不含電子13709.86-13.49-0.1%13:30
不含金融8747.54-70.53-0.8%13:30
台灣507765.41-58.92-0.75%13:30
集中電子432.62-4.73-1.08%13:30
集中金融1122.34.60.41%13:30
店頭加權137.44-2.52-1.8%13:30
不含金融201.81-5.4-2.61%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)80.30-0.65-0.811738
中100(0051)30.8007
元大電子(0053)35.85-0.26-0.7213
元大台商50(0054)24.63-0.18-0.7317
寶金融(0055)15.79038
元大高股息(0056)25.65-0.15-0.589627
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