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期貨與選擇權專題研討

期貨與選擇權專題研討. 指導教授：張上財 教授 班級： 碩財二甲 學號： M9880202 姓名：陳芊蘋. 衍生性金融商品 - 選擇權. 組合式交易策略： 買進一口 7900 的賣權 權利金 89 賣出三口 7600 的賣權 權利金 38.5. 衍生性金融商品 - 選擇權. buy put 7900 權利金 89 * 1 最大虧損： 89 損益兩平點： 7811. 衍生性金融商品 - 選擇權. sell put 7600 權利金 38.5 * 3 38.5 * 3=115.5

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期貨與選擇權專題研討

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  1. 期貨與選擇權專題研討 指導教授：張上財 教授 班級： 碩財二甲 學號： M9880202 姓名：陳芊蘋

  2. 衍生性金融商品-選擇權 • 組合式交易策略： 買進一口7900的賣權 權利金 89 賣出三口7600的賣權 權利金 38.5

  3. 衍生性金融商品-選擇權 • buy put 7900 權利金89 *1 最大虧損：89 損益兩平點：7811

  4. 衍生性金融商品-選擇權 • sell put 7600 權利金 38.5 *3 38.5*3=115.5 最大利潤：115.5 損益兩平點：7484.5

  5. 衍生性金融商品-選擇權 • 交易策略： buy put 7900 權利金89 *1 sell put 7600 權利金38.5 *3 7900：-89+115.5 =26.5 7600：(7811-7600)+115.5 =326.5 326.5/(3-1)=163.25 7600-163.25=7436.75

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