2012年11月2日 星期五

Short 941 Covered Call @ $92.5

Sell to open 5 contracts of 0941.HK $92.5 Nov 12 Call @ $0.37
Premium = $925
交易時的正股價 = $87.0
5手0941正股平均成本 = $85 x 5 x 500 = $212500
項目回報率 = $925/212500 = 0.44% (或 年度化 5.74%)
組合回報率 = $925/2214949 = 0.04% (或 年度化 0.54%)
Option引伸波幅 = 20.98%
0941日歷史波幅 = 16.41%
0941於11月29日前收低於$92.5的機會率 = 85.7%

4 則留言:

  1. Hi, so you consider $92.5 is good price to sell 941?

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    1. I'm betting that it's not going to reach $92.5 at that time. Even if it does, I believe I can still short put to get it back at that level. Jz wanna get a little safe income.
      My target for 941 in long term is higher than that.
      =)

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  2. 你好8仔,有野想請教你..

    我想問下買DITM call 會唔會有息收?

    例如我買十二月既中電(2)@$60 call

    佢十二除淨時,情況會係點呢?

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    1. DITM Call同所有option一樣都唔會有息收,所以如果波幅繼續咁低,除淨前或者會慢慢變成負溢價. 但實際係點,我都想觀察多啲.

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