鉅亨網鉅亨網

空頭增益 (Covered 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
123300.40-0.0039-0.11151,4000.996199.67%
123350.40-0.0117-0.26681,7600.988398.91%
123400.50-0.0303-0.66551,8200.969797.18%
123450.80-0.0677-0.90213,0000.932393.77%
123501.20-0.1323-1.07984,9000.867788.98%
123552.00-0.2286-1.14328,0000.771480.36%
123603.30-0.3534-1.087413,0000.646674.10%
123655.40-0.4944-0.915621,6000.505666.05%
123708.30-0.6343-0.759633,4000.365760.36%
1237512.40-0.7566-0.607749,8000.243457.67%
1238016.90-0.8516-0.502467,8000.148454.70%
1238522.20-0.9172-0.413288,8000.082857.67%
1244087.50-1.0000-0.1143350,0000.000082.58%
1244592.50-1.0000-0.1081370,0000.000082.58%
1245097.50-1.0000-0.1026390,0000.000082.58%
12455102.50-1.0000-0.0976410,0000.000082.58%
12460107.50-1.0000-0.0930430,0000.000082.58%
129800.80-0.0036-0.19047600.996499.69%
1210001.30-0.0185-0.56771,3000.981598.45%
1210202.50-0.0668-1.06942,5000.933294.61%
1210404.80-0.1777-1.48094,8000.822386.40%
1210609.40-0.3596-1.53049,4000.640475.11%
12108018.40-0.5772-1.254818,4000.422863.71%
12110032.40-0.7700-0.950632,4000.230057.51%
12112050.80-0.8985-0.707550,8000.101555.22%
12114070.20-0.9639-0.549270,2000.036155.22%
12116090.00-0.9896-0.439890,0000.010454.03%
121180146.00-0.9976-0.2733146,0000.002487.05%
121200166.00-0.9995-0.2409166,0000.000587.05%
121220186.00-0.9999-0.2150186,0000.000187.05%
121240206.00-1.0000-0.1942206,0000.000087.05%
1281002.00-0.0001-0.01084000.9999100.00%
1282002.60-0.0004-0.03285200.999699.99%
1283003.60-0.0015-0.08187200.998599.88%
1284004.80-0.0044-0.18529600.995699.67%
1285006.70-0.0118-0.35241,3400.988298.97%
1286009.50-0.0278-0.58461,9000.972297.63%
12870013.50-0.0582-0.86252,7000.941895.16%
12880021.00-0.1095-1.04294,2000.890591.27%
12890032.50-0.1861-1.14546,5000.813985.59%
12900051.00-0.2881-1.129610,2000.711978.23%
12910081.00-0.4092-1.010416,2000.590870.97%
129200124.00-0.5384-0.868324,8000.461663.67%
129300184.00-0.6623-0.719836,8000.337758.88%
129400261.00-0.7696-0.589752,2000.230455.98%
129500352.00-0.8538-0.485170,4000.146254.59%
129600449.00-0.9139-0.407189,8000.086154.21%
129700550.00-0.9530-0.3465110,0000.047054.34%
129800655.00-0.9762-0.2981131,0000.023855.06%
129900755.00-0.9888-0.2619151,0000.011255.06%
1210000950.00-0.9951-0.2095190,0000.004967.30%
12102001,160.00-0.9992-0.1723232,0000.000868.49%
12104001,370.00-0.9999-0.1460274,0000.000169.65%
12106001,610.00-1.0000-0.1242322,0000.000074.22%
12108001,810.00-1.0000-0.1105362,0000.000074.22%
12110002,010.00-1.0000-0.0995402,0000.000074.22%
12112002,210.00-1.0000-0.0905442,0000.000074.22%
 
  • 策略分析
空頭增益 (Covered 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
買進12330賣權0$35016
大台指12--9157.000-16
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.000.000.91-0.07-1.71
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
26.7915.6171.62
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0.413650-3500.33%-86.8039%
空頭增益策略圖示
買進買權策略圖示
12月台指330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0.02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340.94-0.82-0.24%13:30
摩台指近1340.9-0.5-0.15%13:44
台指期近19157-6-0.07%13:45
電子指數364.3-0.18-0.05%13:30
台電指近1363.45-0.1-0.03%13:45
金融指數1070.27-3.66-0.34%13:30
台金指近11070.610.09%13:45
小台指近19156-7-0.08%13:45
名稱指數漲跌漲%時間
集中加權9170.26-19.23-0.21%13:30
不含電子13112.26-68.3-0.52%13:30
不含金融7734.58-15.07-0.19%13:30
台灣506911.01-14.52-0.21%13:30
集中電子364.730.250.07%13:30
集中金融1070.67-3.26-0.3%13:30
店頭加權122.420.340.28%13:30
不含金融162.990.940.58%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)71.10-0.10-0.141382
中100(0051)25.44010
元大電子(0053)29.11-0.10-0.348
元大台商50(0054)20.83-0.07-0.335
寶金融(0055)14.380189
元大高股息(0056)22.98-0.15-0.651641
© Copyright 2000- cnYES.com All rights reserved. 線上客服簡訊聯絡客服
集團資源:鉅亨台北Blog手機版鉅亨網FB