1 / 5

# 期貨與選擇權專題研討 - PowerPoint PPT Presentation

I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.

## PowerPoint Slideshow about ' 期貨與選擇權專題研討' - kareem-leach

An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.

- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript

### 期貨與選擇權專題研討

• 組合式交易策略：

買進一口7900的賣權 權利金 89

賣出三口7600的賣權 權利金 38.5

• buy put 7900 權利金89 *1

最大虧損：89

損益兩平點：7811

• sell put 7600 權利金 38.5 *3

38.5*3=115.5

最大利潤：115.5

損益兩平點：7484.5

• 交易策略：

buy put 7900 權利金89 *1

sell put 7600 權利金38.5 *3

7900：-89+115.5

=26.5

7600：(7811-7600)+115.5

=326.5

326.5/(3-1)=163.25

7600-163.25=7436.75