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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
63900.10下移020.43%0.1749%$20$9100
63950.20下移029.28%0.3060%$40$9245
64000.50下移139.63%0.6338%$100$9525
64051.00下移148.97%1.0181%$200$10025
64101.90下移260.09%1.3978%$380$10850
64153.30下移366.35%1.3509%$660$16440
64205.50下移672.14%1.3620%$1100$22500
64258.70下移975.88%1.6362%$1740$25650
643012.40下移1277.68%1.8828%$2480$29400
643516.90下移1779.23%2.0709%$3380$33900
644020.90下移2180.75%2.1203%$4180$37950
64452.30下移297.87%0.0509%$460$19250
64509.20下移997.45%0.1791%$1840$26200
610200.20下移00.28%0.4405%$40$9055
610400.70下移11.69%1.4993%$140$9180
610601.80下移25.35%3.6057%$360$9450
610804.30下移413.21%6.8887%$860$10835
611009.60下移1024.31%8.4688%$1920$17160
6112019.20下移1934.08%11.6116%$3840$21800
6114033.60下移3440.34%15.7841%$6720$25400
6116050.80下移5143.52%19.3211%$10160$29700
6118069.80下移7044.74%22.3927%$13960$34450
6120089.60下移9044.74%25.1335%$17920$39400
612200.00下移099.73%0.0000%$0$17010
692002.80下移30.00%5.5227%$560$10140
693003.70下移40.10%7.2583%$740$10185
694005.30下移50.34%10.2912%$1060$10265
695008.00下移81.17%15.2046%$1600$10400
6960012.50下移133.52%22.7012%$2500$10625
6970020.50下移218.35%34.0830%$4100$11025
6980034.50下移3515.83%49.5329%$6900$11725
6990059.00下移5925.07%56.1309%$11800$15752
61000096.00下移9634.35%55.7685%$19200$22602
610200225.00下移22546.08%80.2116%$45000$30250
610400401.00下移40149.91%102.8737%$80200$39050
610600595.00下移59550.88%119.9032%$119000$48750
610800790.00下移79051.92%129.8571%$158000$58500
611000990.00下移99051.92%138.9758%$198000$68500
6112001,050.00下移1,05074.34%75.3650%$210000$71500
6114001,250.00下移1,25074.34%78.7117%$250000$81500
6116001,450.00下移1,45074.34%81.3268%$290000$91500
6118001,650.00下移1,65074.34%83.4266%$330000$101500
6120001,850.00下移1,85074.34%85.1498%$370000$111500
 
  • 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6390買權0$4400029
大台指6--9994.000-29
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
1.000.000.6731.99-1.17
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
58.739.35528.13
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44.042000-440005.01%-90.210.9545%
多頭增益策略圖示
買進買權策略圖示
6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9,617.84時間價值--
理論價值28.93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375.240.480.13%13:30
摩台指近1375.20.90.24%13:49
台指期近19994200.2%13:45
電子指數418.860.990.24%13:30
台電指近1418.251.40.34%13:44
金融指數1108.96-2.91-0.26%13:30
台金指近11108.6-1.4-0.13%13:44
小台指近19995210.21%13:44
名稱指數漲跌漲%時間
集中加權10009.3112.050.12%13:29
不含電子13480.05-1.58-0.01%13:29
不含金融8508.8614.450.17%13:29
台灣507604.7312.030.16%13:29
集中電子418.820.950.23%13:29
集中金融1109.47-2.4-0.22%13:29
店頭加權133.290.360.27%13:30
不含金融188.340.650.35%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)76.350.300.393838
中100(0051)27.95016
元大電子(0053)33.360.250.767
元大台商50(0054)23.700.150.642
寶金融(0055)15.010125
元大高股息(0056)24.760.010.04526
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