§»ùֳͰò44ÁÊ01(051025)°ò¥»¸ê®Æ
¤é´Á:09/20
|
¡´¦æ±¡¸ê°T |
°Ó«~ |
¦WºÙ |
°õ¦æ¤ñ¨Ò |
¦¬½L»ù |
º¦¶^ |
¦¨¥æ¶q(±i) |
³Ì°ª»ù |
³Ì§C»ù |
ÅvÃÒ |
051025 §»ùֳͰò44ÁÊ01 |
-- |
0.97 |
0.00 |
0 |
0.97 |
0.97 |
¼Ðªº |
|
0.3700 |
42.10 |
-0.05 |
19,815 |
42.80 |
42.10 |
|
¡´µo¦æ¸ê®Æ |
³Ì«á¥æ©ö¤é |
114/04/16 |
¥Ø«e¼i¬ù»ù |
59.00 |
¨ì´Á¤é´Á |
114/04/18 |
ì©l¼i¬ù»ù |
59.00 |
ÅvÃÒÃþ«¬ |
¬ü¦¡¡A¤@¯ë¡A»{ÁÊ |
¤û/ºµÃÒ |
N/A |
µo¦æ¶q(±i) |
5,000 |
¥Ø«e¨î»ù(¹ô§O) |
N/A |
¼i¬ù¶}©l¤é |
113/09/19 |
µo¦æ»ù®æ |
1.15 |
¼i¬ùºI¤î¤é |
114/04/18 |
µo¦æª÷ÃB |
5,750.00 |
¼i¬ù¤è¦¡ |
²{ª÷©ÎªÑ²¼ |
µo¦æ¤é´Á |
113/09/16 |
¤W¥«¤é´Á |
113/09/19 |
¦sÄò´Á¶¡(¦~) |
0.6 |
°]°È¶O¥Î²v(%) |
0.00 |
µo¦æ°]°È¶O¥Î |
0.00 |
|
¡´·ÀI°Ñ¼Æ |
Black-sholes °Ñ¼Æ |
¼i¬ù»ù®æ |
59.00 |
¶Z¨ì´Á¤é(¤Ñ) |
207 |
ÅvÃÒ»ù®æ |
0.97 |
µL·ÀI§Q²v |
1.7% |
·ÀI°Ñ¼Æ |
Delta |
0.0400 |
»ù¤º¥~µ{«× |
28.64% »ù¥~ |
Gamma |
0.0068 |
Áô§tªi°Ê²v |
55.80% |
Theta |
-0.0017 |
¾ú¥vªi°Ê²v |
31.76% |
Vega |
0.0220 |
60¤Ñ¾ú¥vªi°Ê²v |
35.65% |
Rho |
0.0087 |
90¤Ñ¾ú¥vªi°Ê²v |
39.55% |
¤º§t»ùÈ |
0.0000 |
260¤Ñ¾ú¥vªi°Ê²v |
36.37% |
®É¶¡»ùÈ |
0.9700 |
¦¨¥»ºb±ì |
16.0588 |
²z½×»ù®æ |
0.1776 |
¦³®Äºb±ì |
1.7361 |
|
|