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
43800.50-0.0021-0.04042,1000.997999.95%
43856.30-0.0116-0.018325,4000.988499.96%
43901.60-0.0459-0.29176,3000.954198.54%
43955.80-0.1335-0.232323,0000.866597.86%
44008.70-0.2941-0.338134,8000.705996.44%
440514.20-0.5080-0.359056,6000.492097.25%
441018.40-0.7172-0.389873,6000.282896.44%
441524.60-0.8692-0.352698,6000.130897.25%
442028.00-0.9519-0.3400112,0000.048195.41%
442534.80-0.9860-0.2838139,0000.014097.25%
443039.80-0.9968-0.2508159,0000.003297.25%
443544.80-0.9994-0.2233179,0000.000697.25%
444049.80-0.9999-0.2010199,0000.000197.25%
444555.00-1.0000-0.1818220,0000.000097.25%
4106034.60-0.0017-0.001934,6000.9983100.00%
4108025.00-0.0200-0.032025,0000.980099.95%
411006.60-0.1167-0.70716,6000.883395.14%
4112031.00-0.3650-0.471031,0000.635096.56%
4114025.40-0.6867-1.081525,4000.313377.55%
4116073.40-0.9039-0.492673,4000.096197.45%
4118060.80-0.9824-0.646360,8000.017670.88%
41200114.00-0.9981-0.3502114,0000.001997.45%
41220102.00-0.9999-0.3921102,0000.000172.42%
41240154.00-1.0000-0.2597154,0000.000097.45%
41260174.00-1.0000-0.2299174,0000.000097.45%
41280194.00-1.0000-0.2062194,0000.000097.45%
41300214.00-1.0000-0.1869214,0000.000097.45%
41320234.00-1.0000-0.1709234,0000.000097.45%
492004.50-0.0002-0.00939000.999899.99%
493006.90-0.0012-0.03521,3800.998899.95%
4940010.50-0.0056-0.10572,1000.994599.79%
4950017.00-0.0201-0.23603,4000.979999.04%
4960027.00-0.0581-0.43055,4000.941997.11%
4970044.50-0.1370-0.61578,9000.863093.33%
4980072.00-0.2670-0.741614,4000.733087.70%
49900113.00-0.4385-0.776122,6000.561581.17%
410000169.00-0.6208-0.734733,8000.379274.98%
410200325.00-0.8885-0.546865,0000.111567.88%
410400515.00-0.9827-0.3816103,0000.017366.28%
410600715.00-0.9986-0.2793143,0000.001466.28%
410800915.00-0.9999-0.2186183,0000.000166.28%
4110001,120.00-1.0000-0.1786224,0000.000066.94%
4112001,320.00-1.0000-0.1515264,0000.000066.94%
4114001,650.00-1.0000-0.1212330,0000.000085.44%
4116001,890.00-1.0000-0.1058378,0000.000089.42%
 
  • 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4380賣權0$52527
大台指4--9898.000-27
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.000.000.76-0.07-0.37
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
15.208.0888.12
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0.55475-5250.05%-99.4310.4286%
空頭增益策略圖示
買進買權策略圖示
4月台指380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0.01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367.36-2.21-0.6%13:30
摩台指近1366.700%13:50
台指期近19898-65-0.65%13:45
電子指數404.38-1.98-0.49%13:30
台電指近1403.35-2.75-0.68%13:44
金融指數1127.05-4.3-0.38%13:30
台金指近11124.2-5-0.44%13:45
小台指近19896-67-0.67%13:45
名稱指數漲跌漲%時間
集中加權9907.38-65.11-0.65%13:29
不含電子13775-93.99-0.68%13:29
不含金融8391.73-56.64-0.67%13:29
台灣507429.09-47.07-0.63%13:29
集中電子403.79-2.57-0.63%13:29
集中金融1125.29-6.06-0.54%13:29
店頭加權137.540.410.3%13:30
不含金融193.841.120.58%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)74.20-0.70-0.934927
中100(0051)28.07031
元大電子(0053)32.12-0.17-0.5348
元大台商50(0054)23.09-0.17-0.7375
寶金融(0055)15.130634
元大高股息(0056)25.080.050.22593
© 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