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
124250.00上移083.27%0.0000%$0$17010
1243024.90上移2546.13%6.3951%$4980$41950
124350.30上移072.56%0.0954%$60$17255
1244022.10上移2235.44%7.2981%$4420$39100
1244518.10上移1834.23%6.7928%$3620$35050
1245013.80上移1434.23%5.8841%$2760$30850
1245510.10上移1031.81%5.0828%$2020$27100
124607.00上移730.52%4.0615%$1400$23950
124654.40上移426.73%3.5253%$880$18290
124702.50上移323.15%3.3559%$500$11450
124751.20上移119.00%1.9059%$240$10200
124800.50上移115.71%0.8873%$100$9500
124850.20上移012.04%0.3835%$40$9175
121020116.00上移11656.80%21.7878%$23200$46000
12104097.00上移9756.17%20.6134%$19400$41250
12106077.00上移7756.17%18.6202%$15400$36250
12108058.00上移5855.42%16.4168%$11600$31500
12110040.40上移4053.99%13.7181%$8080$27100
12112025.00上移2550.67%10.6086%$5000$23250
12114012.20上移1245.57%6.7228%$2440$19755
1211604.50上移537.81%4.3625%$900$12830
1211801.10上移127.59%1.7185%$220$9270
1276002,940.00上移2,94067.70%114.4120%$588000$166000
1277002,840.00上移2,84067.70%113.9528%$568000$161000
1278002,740.00上移2,74067.70%113.4641%$548000$156000
1279002,640.00上移2,64067.70%112.9430%$528000$151000
1280002,540.00上移2,54067.70%112.3863%$508000$146000
1281002,440.00上移2,44067.70%111.7901%$488000$141000
1282002,340.00上移2,34067.70%111.1500%$468000$136000
1283002,240.00上移2,24067.70%110.4611%$448000$131000
1284002,250.00上移2,25047.01%181.3346%$450000$131500
1285002,040.00上移2,04067.70%108.9124%$408000$121000
1286002,080.00上移2,08041.26%198.6654%$416000$123000
1287001,840.00上移1,84067.70%107.0847%$368000$111000
1288001,890.00上移1,89039.48%201.5556%$378000$113500
1289001,640.00上移1,64067.70%104.8950%$328000$101000
1290001,700.00上移1,70037.80%203.3462%$340000$104000
1291001,440.00上移1,44067.70%102.2242%$288000$91000
1292001,500.00上移1,50037.80%198.5106%$300000$94000
1293001,310.00上移1,31054.87%139.9297%$262000$84500
1294001,300.00上移1,30037.80%192.5238%$260000$84000
1295001,040.00上移1,04067.70%94.6254%$208000$71000
1296001,100.00上移1,10037.80%184.9189%$220000$74000
129700850.00上移85065.91%94.2325%$170000$61500
129800905.00上移90536.88%177.8167%$181000$64250
129900785.00上移78540.43%160.5578%$157000$58250
1210000705.00上移70536.88%164.0538%$141000$54250
1210100560.00上移56045.03%130.9923%$112000$47000
1210200515.00上移51535.07%149.4478%$103000$44750
1210300422.00上移42233.84%139.2495%$84400$40100
1210400334.00上移33431.91%127.4065%$66800$35700
1210500249.00上移24929.35%111.8719%$49800$31450
1210600174.00上移17425.31%93.8344%$34800$27700
1210700112.00上移11219.60%73.2098%$22400$24600
121080064.00上移6413.40%61.1980%$12800$18113
121090032.50上移337.61%51.6589%$6500$11625
121100014.50上移153.26%26.1581%$2900$10725
12111006.10上移61.14%11.7039%$1220$10305
12112002.50上移30.40%4.9185%$500$10125
12113001.10上移10.13%2.1851%$220$10055
12114000.80上移10.02%1.5933%$160$10040
12115000.60上移10.01%1.1963%$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12425買權0$1701030
大台指12---30
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-1.000.00-1.91-40.515.41
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.006.00-100.00
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0.010-14399016.73%-704.870.0006%
多頭避險策略圖示
買進買權策略圖示
12月台指425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10,276.64時間價值--
理論價值32.48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4033.230.81%13:30
摩台指近1403-0.1-0.02%04:44
台指期近110707900.85%13:45
電子指數461.894.861.06%13:30
台電指近1461.95.51.21%13:44
金融指數1138.822.340.21%13:30
台金指近11137.81.20.11%13:44
小台指近110707900.85%13:44
名稱指數漲跌漲%時間
集中加權10709.7384.690.8%13:29
不含電子13849.2338.770.28%13:29
不含金融9159.0480.110.88%13:29
台灣508171.6469.380.86%13:29
集中電子462.455.421.19%13:29
集中金融1138.692.210.19%13:29
店頭加權148.061.20.82%13:30
不含金融224.322.671.2%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)84.350.750.97187
中100(0051)32.10013
元大電子(0053)38.330.802.1318
元大台商50(0054)25.030.251.016
寶金融(0055)16.0901086
元大高股息(0056)25.130.090.363053