Sell to open 5 contracts of 0941.HK $80 Sep 12 Put @ $0.94
Premium = $2350
交易時的正股價 = $83.1 (除淨後$81.47)
5手0941 正股平均潛在成本 = $80 x 5 x 500 = $200000
項目回報率 = $2350/200000 = 1.2% (或 年度化 17.2%)
組合回報率 = $2350/2054903 = 0.11% (或 年度化 1.67%)
Option引伸波幅 = 19%
0941的30日歷史波幅 = 26.23%
0941於9月27日前收高於$80的機會率 = 60.71%
Sell to open 10 contracts of 0002.HK $65 Sep 12 Call @ $0.67
Premium = $3350
交易時的正股價 = $64.7 (已除淨 $0.53)
10手0002 正股平均成本 = $65 x 10 x 500 = $325000
項目回報率 = $3350/325000 = 1.03% (或 年度化 15%)
組合回報率 = $3350/2054903 = 0.016% (或 年度化 2.4%)
Option引伸波幅 = 12%
0002日歷史波幅 = 12.41%
0002於9月27日前收低於$65的機會率 = 55.7%
the option premium seems to be too small now...not much pt to short it
回覆刪除It's really not much, but for 0002, isn't it good to get both the dividend and premiums even I might eventually sell the stock without gaining on the share price?
刪除I never expect a drastic movement for 0002 anyway. It's just a replacement for cash, which pays me better interest. Not sure about you, but I feel it's ok for me. =)