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
23500.60-0.0021-0.03612,3000.997999.85%
23550.90-0.0106-0.12143,5000.989499.08%
23601.30-0.0402-0.30355,3000.959897.06%
23652.10-0.1150-0.55418,3000.885092.88%
23703.30-0.2545-0.771313,2000.745585.20%
23755.00-0.4494-0.907819,8000.550672.89%
23807.60-0.6549-0.861730,4000.345165.51%
238511.20-0.8206-0.732744,8000.179461.87%
239015.40-0.9236-0.597861,8000.076457.45%
239520.10-0.9736-0.485680,2000.026457.45%
240035.80-0.9926-0.2776143,0000.007489.65%
240540.80-0.9983-0.2450163,0000.001789.65%
241046.80-0.9997-0.2138187,0000.000391.42%
241550.50-1.0000-0.1980202,0000.000089.65%
242055.50-1.0000-0.1802222,0000.000089.65%
242560.50-1.0000-0.1653242,0000.000089.65%
243066.00-1.0000-0.1515264,0000.000089.65%
243571.00-1.0000-0.1408284,0000.000089.65%
29800.80-0.0030-0.14858000.997099.61%
210001.50-0.0163-0.42971,5200.983798.19%
2102035.00-0.0626-0.071535,0000.937499.40%
210408.80-0.1730-0.78628,8000.827087.16%
2106027.40-0.3584-0.523227,4000.641686.34%
2108040.60-0.5817-0.573140,6000.418381.24%
2110059.60-0.7778-0.522059,6000.222280.42%
2112049.80-0.9054-0.727249,8000.094650.55%
2114069.00-0.9680-0.561169,0000.032049.49%
2116088.80-0.9914-0.446688,8000.008649.49%
21180144.00-0.9983-0.2773144,0000.001785.45%
21220181.00-1.0000-0.2210181,0000.000086.79%
21240204.00-1.0000-0.1961204,0000.000085.45%
21260224.00-1.0000-0.1786224,0000.000085.45%
21280244.00-1.0000-0.1639244,0000.000085.45%
286005.40-0.0004-0.01481,0800.999699.97%
287008.20-0.0020-0.04781,6400.998099.75%
2880012.50-0.0077-0.12372,5000.992399.14%
2890019.50-0.0248-0.25453,9000.975297.41%
2900030.50-0.0655-0.42956,1000.934594.02%
2910045.50-0.1440-0.63329,1000.856088.25%
2920068.00-0.2679-0.787913,6000.732179.59%
29300101.00-0.4282-0.847920,2000.571870.45%
29400148.00-0.5997-0.810429,6000.400362.38%
29500210.00-0.7522-0.716442,0000.247855.51%
29600289.00-0.8656-0.599157,8000.134452.29%
29700380.00-0.9365-0.492976,0000.063550.95%
29800476.00-0.9739-0.409295,2000.026150.22%
29900580.00-0.9907-0.3416116,0000.009350.95%
210000720.00-0.9971-0.2770144,0000.002957.33%
210200925.00-0.9998-0.2162185,0000.000258.12%
2104001,230.00-1.0000-0.1626246,0000.000074.63%
2106001,420.00-1.0000-0.1408284,0000.000073.15%
2108001,620.00-1.0000-0.1235324,0000.000073.15%
2110001,820.00-1.0000-0.1099364,0000.000073.15%
 
  • 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2350賣權0$57525
大台指2--9331.000-25
敏感度分析 (Sensitivity Analysis)
DeltaGammaVegaRhoTheta
0.000.000.67-0.06-0.41
波動度分析 (Volatility Analysis)
隱含波動率歷史波動率高低估%
18.129.1198.90
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0.68425-5750.15%-97.6514.6522%
空頭增益策略圖示
買進買權策略圖示
2月台指350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346.670.590.17%13:30
摩台指近1346.6-0.4-0.12%01:59
台指期近19330260.28%13:45
電子指數375.790.660.18%13:30
台電指近1375.71.150.31%13:44
金融指數1071.291.860.17%13:30
台金指近11073.22.60.24%13:44
小台指近19332280.3%13:45
名稱指數漲跌漲%時間
集中加權9344.2926.170.28%13:29
不含電子13172.9730.780.23%13:29
不含金融7901.6421.490.27%13:29
台灣507021.2713.910.2%13:29
集中電子376.331.20.32%13:29
集中金融10733.570.33%13:29
店頭加權125.16-0.23-0.18%13:30
不含金融170.81-0.61-0.36%13:30
名稱成交漲跌漲%成交量
元大台灣50(0050)72.150.200.282414
中100(0051)26.14066
元大電子(0053)29.900.010.0353
元大台商50(0054)21.640.030.149
寶金融(0055)14.380195
元大高股息(0056)23.35-0.04-0.17594
© 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