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030561 §»ùÖ¤¸¤j3AÁÊ02 |
-- |
0.19 |
+0.01 |
10 |
0.19 |
0.19 |
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|
0.2580 |
42.10 |
-0.05 |
19,815 |
42.80 |
42.10 |
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113/10/18 |
¥Ø«e¼i¬ù»ù |
49.16 |
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113/10/22 |
ì©l¼i¬ù»ù |
50.80 |
ÅvÃÒÃþ«¬ |
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¤û/ºµÃÒ |
N/A |
µo¦æ¶q(±i) |
5,000 |
¥Ø«e¨î»ù(¹ô§O) |
N/A |
¼i¬ù¶}©l¤é |
113/04/23 |
µo¦æ»ù®æ |
1.13 |
¼i¬ùºI¤î¤é |
113/10/22 |
µo¦æª÷ÃB |
5,660.00 |
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µo¦æ¤é´Á |
113/04/19 |
¤W¥«¤é´Á |
113/04/23 |
¦sÄò´Á¶¡(¦~) |
0.5 |
°]°È¶O¥Î²v(%) |
0.00 |
µo¦æ°]°È¶O¥Î |
0.00 |
|
¡´·ÀI°Ñ¼Æ |
Black-sholes °Ñ¼Æ |
¼i¬ù»ù®æ |
49.16 |
¶Z¨ì´Á¤é(¤Ñ) |
30 |
ÅvÃÒ»ù®æ |
0.19 |
µL·ÀI§Q²v |
1.7% |
·ÀI°Ñ¼Æ |
Delta |
0.0153 |
»ù¤º¥~µ{«× |
14.36% »ù¥~ |
Gamma |
0.0076 |
Áô§tªi°Ê²v |
55.56% |
Theta |
-0.0019 |
¾ú¥vªi°Ê²v |
31.76% |
Vega |
0.0039 |
60¤Ñ¾ú¥vªi°Ê²v |
35.65% |
Rho |
0.0006 |
90¤Ñ¾ú¥vªi°Ê²v |
39.55% |
¤º§t»ùÈ |
0.0000 |
260¤Ñ¾ú¥vªi°Ê²v |
36.37% |
®É¶¡»ùÈ |
0.1900 |
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57.1674 |
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0.0256 |
¦³®Äºb±ì |
3.3902 |
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