Sell to open 20 contracts of 2899.HK $2.9 Sep 12 Put @ $0.06
Premium = $2400
交易時的正股價 = $2.98
20手2899 正股平均潛在成本 = $2.9 x 20 x 2000 = $116000
項目回報率 = $2400/116000 = 2.1% (或 年度化 75.5%)
組合回報率 = $2400/2054903 = 0.12% (或 年度化 4.3%)
Option引伸波幅 = 51.4%
2899的30日歷史波幅 = 51.5%
2899於9月27日前收高於$2.9的機會率 = 63.2%
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