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


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期貨與選擇權專題研討. 指導教授:張上財 教授 班級: 碩財二甲 學號: M9880202 姓名:陳芊蘋. 衍生性金融商品 - 選擇權. 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. 衍生性金融商品 - 選擇權. buy put 7900 權利金 89 * 1 最大虧損: 89 損益兩平點: 7811. 衍生性金融商品 - 選擇權. sell put 7600 權利金 38.5 * 3 38.5 * 3=115.5

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slide1

期貨與選擇權專題研討

指導教授:張上財 教授

班級: 碩財二甲

學號: M9880202

姓名:陳芊蘋

slide2
衍生性金融商品-選擇權
  • 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

slide3
衍生性金融商品-選擇權
  • buy put 7900 權利金89 *1

最大虧損:89

損益兩平點:7811

slide4
衍生性金融商品-選擇權
  • 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

slide5
衍生性金融商品-選擇權
  • 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