Short Covered Calls 收租等反彈

Sell to open 4 contracts of 0941.HK $80 Jun 12 Call @ $1.65
Premium = $3300
交易時的正股價 = $78.75
4手0941正股平均成本 = $80 x 4 x 500 = $160000
項目回報率 = $3300/160000 = 2.06% (或 年度化 25.9%)
組合回報率 = $3300/1920224 = 0.17% (或 年度化 2.1%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.6%
0941於6月28日前收低於$80的機會率 = 60.33%

Sell to open 4 contracts of 0941.HK $82.5 Jun 12 Call @ $0.85
Premium = $1700
交易時的正股價 = $78.75
4手0941正股平均成本 = $82.5 x 4 x 500 = $165000
項目回報率 = $1700/165000 = 1.03% (或 年度化 13.0%)
組合回報率 = $1700/1920224 = 0.09% (或 年度化 1.1%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.6%
0941於6月28日前收低於$82.5的機會率 = 78.12%