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空頭避險 (Protective Put)月份
月份履約價參考價避險比率避險效果避險成本殘餘風險被履約機率分析
842020.400.96500.473081,600-0.0350100.00%
842516.000.92150.575964,000-0.0785100.00%
843011.500.84690.736446,000-0.1531100.00%
84357.800.73750.945631,200-0.2625100.00%
84404.700.59981.276218,800-0.4002100.00%
84452.500.45001.764610,200-0.5500100.00%
84501.300.30852.41975,100-0.6915100.00%
84550.600.19213.20122,400-0.8079100.00%
84600.300.10813.48851,240-0.8919100.00%
8104083.401.00000.479683,4000.000021.68%
8106063.600.99980.628863,600-0.000221.68%
8108045.200.99600.881445,200-0.004023.91%
8110027.800.96201.384127,800-0.038026.14%
8112014.000.81952.341314,000-0.180534.75%
811405.500.52713.83335,500-0.472949.73%
811601.800.22284.89651,820-0.777271.33%
811800.600.05713.8087600-0.942988.65%
812000.500.00860.6620520-0.991497.24%
884002,110.001.00000.0948422,0000.000057.12%
885002,010.001.00000.0995402,0000.000057.12%
886001,910.001.00000.1047382,0000.000057.12%
887001,810.001.00000.1105362,0000.000057.12%
888001,710.001.00000.1170342,0000.000057.12%
889001,610.001.00000.1242322,0000.000057.12%
890001,510.001.00000.1325302,0000.000057.12%
891001,410.001.00000.1418282,0000.000057.12%
892001,270.001.00000.1575254,0000.000050.78%
893001,080.001.00000.1852216,0000.000036.51%
89400950.001.00000.2105190,0000.000032.21%
89500850.001.00000.2353170,0000.000032.21%
89600750.000.99990.2666150,000-0.000132.21%
89700655.000.99940.3052131,000-0.000632.93%
89800555.000.99760.3595111,000-0.002432.93%
89900456.000.99130.434891,200-0.008733.05%
810000361.000.97410.539772,200-0.025933.65%
810100272.000.93550.687854,400-0.064535.40%
810200192.000.86310.899138,400-0.136938.55%
810300123.000.75021.219924,600-0.249843.12%
81040072.000.60251.673714,400-0.397551.11%
81050037.500.43992.34607,500-0.560161.25%
81060017.500.28823.29383,500-0.711872.90%
8107007.000.16634.75261,400-0.833783.50%
8108002.700.08566.3393540-0.914491.13%
8109001.100.03887.0580220-0.961296.02%
8110000.600.01555.1673120-0.984598.36%
8111000.300.00543.632760-0.994699.43%
8112000.300.00171.125360-0.998399.83%
8113000.300.00050.307360-0.999599.94%
8114000.300.00010.074060-0.999999.99%
 
  • 策略分析
空頭避險 (Protective Put)
買/賣月份履約價型式參考價權利金距到期日數部位分析
賣出8420賣權0$955022
大台指8--10347.000-22
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.04-0.01-8.600.997.94
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
15.028.3480.10
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
上移0.6550-594500.00%-622.510.0576%
空頭避險策略圖示
買進買權策略圖示
8月台指420賣權
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0時間價值--
理論價值0.18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
--------
--------
--------
--------
--------
合計--合計--
%
%
名稱指數漲跌漲%時間
摩根現貨394.96-0.63-0.16%10:16
摩台指近1394-0.7-0.18%10:15
台指期近110354-6-0.06%10:16
電子指數442.76-0.05-0.01%10:16
台電指近1439.850.20.05%10:16
金融指數1139.76-0.92-0.08%10:16
台金指近11122-1-0.09%10:16
小台指近110354-6-0.06%10:16
名稱指數漲跌漲%時間
集中加權10447.77-13.51-0.13%10:16
不含電子13844.38-40.35-0.29%10:16
不含金融8901.92-12.47-0.14%10:16
台灣507994.3-18.15-0.23%10:16
集中電子442.79-0.020%10:16
集中金融1140.05-0.63-0.06%10:16
店頭加權138.90.350.25%10:16
不含金融202.341.130.56%10:16
名稱成交漲跌漲%成交量
元大台灣50(0050)82.20-0.10-0.12370
中100(0051)30.030123
元大電子(0053)36.300.300.832
元大台商50(0054)25.660.060.234
寶金融(0055)15.90042
元大高股息(0056)26.120.090.35436
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