2012年10月8日 星期一

Short Put 941 / 2823

Sell to open 5 contracts of 0941.HK $85 Oct 12 Put @ $1.58
Premium = $3950
交易時的正股價 = $84.90
5手0941正股平均潛在成本 = $85 x 5 x 500 = $212500
項目回報率 = $3950/212500 = 1.86% (或 年度化 29.5%)
組合回報率 = $3950/2197085 = 0.18% (或 年度化 2.9%)
Option引伸波幅 = 18.41%
0941日歷史波幅 = 13.81%
0941於10月30日前收高於$85的機會率 = 48.7%

Sell to open 5 contracts of 0941.HK $82.5 Oct 12 Put @ $0.60
Premium = $1500
交易時的正股價 = $84.90
5手0941正股平均潛在成本 = $82.5 x 5 x 500 = $206250
項目回報率 = $1500/206250 = 0.52% (或 年度化 7.6%)
組合回報率 = $1500/2197085 = 0.05% (或 年度化 0.7%)
Option引伸波幅 = 18.38%
0941日歷史波幅 = 13.81%
0941於10月30日前收高於$82.5的機會率 = 80.2%

Sell to open 5 contracts of 2823.HK $9.25 Oct 12 Put @ $0.06
Premium = $1500
交易時的正股價 = $9.70
5手2823正股平均潛在成本 = $9.25 x 5 x 5000 = $231250
項目回報率 = $1500/231250 = 0.65% (或 年度化 10.7%)
組合回報率 = $1500/2197085 = 0.07% (或 年度化 1.1%)
Option引伸波幅 = 23.1%
2823日歷史波幅 = 28.9%
2823於10月30日前收高於$9.25的機會率 = 74.9%

23 則留言:

  1. 8兄,
    2823一手100股,請問你sp 5手,何解收到咁多期權金的?謝謝

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    1. 因為一手A50 option 係5000股

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    2. 冇錯.. 我都係做既時候先知!

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    3. 股票期權的合約買賣單位多於一手正股股數

      http://www.hkex.com.hk/chi/prod/drprod/so/classlist_so_c.htm



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  2. 8兄,你個blog的時鐘似是有問題,
    你不可能於8/190 的4:14am 做到期權的啊 ^^

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    1. 對了, 以上的post時間是2012.10.09 02:26pm

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    2. 係呀我都發覺有問題。 
      不過,我update既時間多數都唔會係即時的,因為平日工作都比較忙,有時會夜晚先update。

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  3. 你好,我昨天也SP了2825,不過係$9.5。
    good luck!^_^

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    1. 就算接貨也不算高位接,沒有問題的。 =)

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    2. 睇過勢都應該唔駛入貨喇!

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  4. I made a short call 386 but you know it suddenly goes up so much. The stock price nearly closes to the strike price. Should I long call to close it? and then short call a higer strike price?

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  5. In addition, I don't want to sell my stock which I am holding because I bought them at higher price.

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    1. If you believe it would go further up, you can choose to close your existing covered calls, and sell again at a higher strike. Or, simply close it and wait for further gain before selling covered call again.

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