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賣出跨式價差交易

賣出跨式價差交易. 指導老師：張上財 老師 班級：四財四乙 姓名： 49655029 劉高廷 49680075 王俞絜 496M0058 洪莉婷. 賣出跨式價差交易. 預期價格不會有太大的波動，同時賣出履約價相同的買權與賣權各一口，收取權利金。 假設價格波動如我們所預料，我們將可賺取權利金，結算時的指數剛好等於履約價時，會有最大獲利的產生。 但如果指數上漲到買權平損點以上或跌破賣權平損點以下，則兩邊的延伸即為損失。. (+174) 8700. 8874.

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賣出跨式價差交易

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  1. 賣出跨式價差交易 指導老師：張上財 老師 班級：四財四乙 姓名：49655029 劉高廷 49680075 王俞絜 496M0058 洪莉婷

  2. 賣出跨式價差交易 • 預期價格不會有太大的波動，同時賣出履約價相同的買權與賣權各一口，收取權利金。 • 假設價格波動如我們所預料，我們將可賺取權利金，結算時的指數剛好等於履約價時，會有最大獲利的產生。 • 但如果指數上漲到買權平損點以上或跌破賣權平損點以下，則兩邊的延伸即為損失。

  3. (+174) 8700 8874 月份：2011/01賣8700買權 權利金174 圖一 8700+174

  4. 月份：2011/01賣8700賣權 權利金154 圖二 8700 (+154) 8700-154 8546

  5. 圖1+圖2 此交易最大獲利是權利金，也就是說獲利有限風險無限。除非是做為避險，否則不建議從事此交易。 174+154=328 8700-328=8372 8700+328=9028 8700(+328)最大獲利 8372 9028 獲利區塊

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