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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
73900.10上移00.00%0.1170%$20$17100
739516.80上移170.00%9.9408%$3360$33800
74001.10上移10.00%1.2121%$220$18150
74050.40上移00.00%0.4600%$80$17390
741023.40上移230.00%11.5842%$4680$40400
741519.30上移190.00%10.6336%$3860$36300
742014.70上移150.00%9.2744%$2940$31700
742510.50上移110.00%7.6364%$2100$27500
74307.20上移70.00%5.9627%$1440$24150
74354.30上移40.00%4.0281%$860$21350
74402.30上移20.00%2.3865%$460$19275
74451.10上移10.00%1.4991%$220$14675
74500.60上移10.00%1.2533%$120$9575
74550.20上移00.00%0.4343%$40$9210
74600.10上移00.00%0.2205%$20$9070
74650.00上移00.00%0.0000%$0$9005
7900154.00上移15499.99%0.0055%$30800$55500
7920134.00上移13499.99%0.0053%$26800$50500
7940114.00上移11499.99%0.0050%$22800$45500
710000.10上移0100.00%0.0000%$20$17015
7102082.00上移8278.35%9.4683%$16400$37500
7104062.20上移6278.35%8.2742%$12440$32550
7106043.40上移4376.63%7.2837%$8680$27850
7108027.00上移2769.75%6.8779%$5400$23750
7110013.00上移1358.68%5.3053%$2600$20250
711205.80上移635.64%4.2735%$1160$17470
711401.50上移211.62%2.3248%$300$11405
711600.20上移01.64%0.4343%$40$9060
781001,960.00上移1,96092.61%24.7597%$392000$117000
782001,860.00上移1,86092.61%24.5454%$372000$112000
783001,760.00上移1,76092.61%24.3110%$352000$107000
784001,660.00上移1,66092.61%24.0537%$332000$102000
785001,560.00上移1,56092.61%23.7699%$312000$97000
786001,460.00上移1,46092.61%23.4552%$292000$92000
787001,370.00上移1,37091.93%25.2706%$274000$87500
78800453.00上移453100.00%0.0000%$90600$41650
78900364.00上移364100.00%0.0000%$72800$37200
79000770.00上移77099.97%0.0803%$154000$57500
79100243.00上移243100.00%0.0000%$48600$31150
79200810.00上移81097.64%6.4255%$162000$59500
79300770.00上移77095.15%12.9896%$154000$57500
79400730.00上移73091.57%22.1762%$146000$55500
79500467.00上移46798.53%3.2420%$93400$42350
79600630.00上移63080.71%48.1295%$126000$50500
79700535.00上移53580.05%46.6590%$107000$45750
79800439.00上移43979.52%43.9107%$87800$40950
79900346.00上移34678.45%41.0815%$69200$36300
710000258.00上移25876.71%37.6729%$51600$31900
710100179.00上移17973.34%34.1477%$35800$27950
710200113.00上移11367.50%29.7972%$22600$24650
71030065.00上移6557.94%24.5744%$13000$22250
71040034.50上移3544.91%18.3412%$6900$20725
71050016.50上移1729.48%15.0120%$3300$15502
7106007.90上移816.15%12.7449%$1580$10395
7107003.70上移47.20%6.7425%$740$10185
7108001.90上移22.92%3.6543%$380$10095
7109001.00上移10.95%1.9711%$200$10050
7110000.60上移10.26%1.1933%$120$10030
7111000.40上移00.07%0.7978%$80$10020
 
  • 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7390買權0$1710026
大台指7--10214.000-26
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
-1.000.000.00-29.894.13
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
0.007.10-100.00
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0.11009100100.00%0.580.0058%
多頭避險策略圖示
買進買權策略圖示
7月台指390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10,010.97時間價值--
理論價值51.41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393.050.570.15%09:44
摩台指近1389.4-0.5-0.13%09:45
台指期近110216-15-0.15%09:45
電子指數441.550.460.1%09:45
台電指近1433.95-0.6-0.14%09:45
金融指數1115.72-2.19-0.2%09:45
台金指近11101.2-3-0.27%09:45
小台指近110216-15-0.15%09:45
名稱指數漲跌漲%時間
集中加權10401.892.830.03%09:46
不含電子13757.04-8.09-0.06%09:46
不含金融8884.875.550.06%09:46
台灣507964.247.910.1%09:46
集中電子441.50.410.09%09:46
集中金融1115.43-2.48-0.22%09:46
店頭加權136.760.110.08%09:46
不含金融195.10.060.03%09:46
名稱成交漲跌漲%成交量
元大台灣50(0050)79.800.050.062061
中100(0051)29.09041
元大電子(0053)35.120.090.264
元大台商50(0054)25.030.090.36135
寶金融(0055)15.11015
元大高股息(0056)25.51-0.05-0.2169
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