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多頭增益 (Covered 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
43800.30下移00.11%0.6472%$60$9260
43850.50下移10.72%1.0473%$100$9480
43900.90下移13.73%1.7548%$180$9875
43951.60下移29.16%2.7295%$320$10650
44003.00下移318.42%3.2245%$600$15180
44054.90下移528.59%3.1955%$980$21900
44107.80下移836.80%3.9835%$1560$24750
441511.30下移1140.67%4.7297%$2260$28350
442015.70下移1644.82%5.2986%$3140$32700
442520.10下移2044.82%5.9791%$4020$37100
443024.90下移2549.36%6.0260%$4980$41850
44350.00下移099.88%0.0000%$0$17015
44400.00下移099.96%0.0000%$0$17015
44450.00下移099.99%0.0000%$0$17035
445035.30下移3583.44%2.2376%$7060$52250
445540.30下移4083.44%2.3314%$8060$57250
446045.30下移4583.44%2.4102%$9060$62250
446550.00下移5085.66%2.1403%$10000$67000
447055.00下移5585.66%2.1908%$11000$72000
410801.90下移20.19%4.0050%$380$9470
411004.40下移43.29%8.2346%$880$10335
411209.80下移1015.72%9.9004%$1960$16685
4114019.40下移1932.39%12.0058%$3880$21850
4116034.00下移3444.58%14.7787%$6800$25500
4118051.40下移5149.16%17.5087%$10280$29850
4120070.60下移7151.51%19.7598%$14120$34650
4122090.00下移9053.61%21.1397%$18000$39500
4124086.00下移8680.81%8.5732%$17200$38500
41260106.00下移10680.81%9.3524%$21200$43500
41280125.00下移12581.75%9.4560%$25000$48250
41300145.00下移14581.75%9.9390%$29000$53250
41320165.00下移16581.75%10.3391%$33000$58250
492003.40下移30.01%6.6857%$680$10170
493005.00下移50.06%9.7502%$1000$10250
494007.80下移80.31%14.9679%$1560$10390
4950012.50下移131.29%23.2259%$2500$10625
4960020.50下移214.51%35.5110%$4100$11025
4970035.50下移3610.20%54.1469%$7100$11775
4980059.00下移5918.13%59.6227%$11800$16203
4990096.00下移9627.31%60.5408%$19200$23053
410000150.00下移15035.16%73.4038%$30000$26500
410200301.00下移30143.95%99.0957%$60200$34050
410400487.00下移48746.80%119.5313%$97400$43350
410600680.00下移68048.14%133.0747%$136000$53000
410800880.00下移88048.14%144.8787%$176000$63000
411000940.00下移94073.35%75.9121%$188000$66000
4112001,140.00下移1,14073.35%79.9500%$228000$76000
4114001,370.00下移1,37068.38%99.0158%$274000$87500
4116001,530.00下移1,53074.82%80.6815%$306000$95500
 
  • 策略分析
多頭增益 (Covered 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4380買權0$2525026
大台指4--9908.000-26
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
1.000.000.7329.06-4.40
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
12.495.96109.56
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25.339750-2525050.64%30.361.5743%
多頭增益策略圖示
買進買權策略圖示
4月台指380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9,550.74時間價值--
理論價值25.08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367.32-0.04-0.01%13:30
摩台指近1366.600%13:49
台指期近19909130.13%13:45
電子指數404.770.390.1%13:30
台電指近1404.10.60.15%13:45
金融指數1131.064.010.36%13:30
台金指近111283.60.32%13:45
小台指近19909130.13%13:44
名稱指數漲跌漲%時間
集中加權9924.311.650.02%13:30
不含電子13796.63-0.77-0.01%13:30
不含金融8403.05-1.58-0.02%13:30
台灣507429.80.710.01%13:30
集中電子404.530.150.04%13:30
集中金融1129.892.840.25%13:30
店頭加權137.770.150.11%13:30
不含金融194.410.490.25%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)74.350.150.24096
中100(0051)28.10018
元大電子(0053)32.340.220.6831
元大台商50(0054)23.120.030.136
寶金融(0055)15.170322
元大高股息(0056)25.00-0.08-0.321106
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