1. Short Naked Put
Sell to open 4 contracts of 0941.HK $82.5 May 12 Put @ $0.51
Premium = $1020
交易時的正股價 = $87.4
4手0941正股平均潛在成本 = $82.5 x 4 x 500 = $165000
項目回報率 = $1020/165000 = 0.54%
組合回報率 = $1020/2005686 = 0.05%
Option引伸波幅 = 18%
0941的30日歷史波幅 = 20.39%
0941於5月30日前收高於$82.5的機會率 = 77.62%
2. Short Covered Call
Sell to open 4 contracts of 0941.HK $90 May 12 Call @ $0.60
Premium = $1200
交易時的正股價 = $87.6
4手0941正股平均成本 = $85 x 4 x 500 = $170000
4手0941正股最大潛在回報 = $5 x 4 x 500 = $10000
項目回報率 = $1200/170000 = 0.71%
組合回報率 = $2000/2005686 = 0.06%
Option引伸波幅 = 18%
0941的30日歷史波幅 = 20.39%
0941於5月30日前收低於$90的機會率 = 78.26%
8仔你好,
回覆刪除我用你既資料去計short put結算前收高於$82.5係84.65%.
資料係用$87.4, 30/5/2012, 20.39%, 0.01, $82.5. 但同你既結果77.62%有出入, 請問我有什麼地方出錯呢? 謝謝.
Hi Fida,Rightwaytrader的計算沒有考慮除淨的因素.
回覆刪除我計算時是先減去$1.75派息的.
Dividend一欄我是填0的,因為這只是年度化的利率,而我已人手減去派息了.
oic. 謝謝你.
回覆刪除小弟都係尋日開5月個倉,行使價一樣, 但你個價靚我好多. 師父即係師父!
我個short call已經開得唔靚啦.. ha.. 941走勢太強了!
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