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樓主: shiyee

指數牛熊證漲跌比的問題 或許不要太在意

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發表於 11-7-13 13:53 | 顯示全部樓層
不會玩,不會玩
 樓主| 發表於 11-7-13 15:33 | 顯示全部樓層
對阿 熊證就是 多花一倍的錢 去買 漲跌點數 相同 方向相反
發表於 11-7-13 19:37 | 顯示全部樓層
這些財務費用還真是複雜ㄝ 一樣的商品 多空卻是不同的財務費率

不管了 只要能大致跟隨著標的物的價格波動 穩定的漲 或是穩定的跌 別差太多 這樣就行了
 樓主| 發表於 11-7-13 22:04 | 顯示全部樓層
回復 18# 窮途末路


    對啊 做對盤勢最重要 其次是造市 和 穩定
發表於 11-7-14 23:00 | 顯示全部樓層
雖然和我想的有點差 應該要設計成 指數漲多少 幅度差不多
可能是因為費用的不同 而有所差異吧

元牛01 財務 ...
shiyee 發表於 11-7-12 11:08 PM



    你知道牛熊證的標的物加權指數(大盤)的1點代表多少錢嗎
 樓主| 發表於 11-7-15 08:03 | 顯示全部樓層
回復 20# 窮途末路


    看行使比例 元牛的行使比率 千分之五
那麼 價內離履約價多少點 乘上 千分之五 大概就是多少價格 其他的是財務費用(一樣乘千分之五)

牛熊證價格=(履約價格與標的證券市價之差價+財務費用)x行使比例
 財務費用公式=財務相關費用年率x履約價x(距到期日天數/365)
發表於 11-7-15 10:40 | 顯示全部樓層
真是複雜ㄝ 要一算再算

實際嘗試 似乎玩牛熊證的輸贏速度 不如想像中的大

跟價平OP比較就感覺差很多ㄝ
發表於 12-7-1 11:42 | 顯示全部樓層
感謝分享~                  
發表於 12-8-27 12:58 | 顯示全部樓層
!!!!!!!!!!!!!!!!!!!!!!!
發表於 12-11-2 10:17 | 顯示全部樓層
窮途末路 發表於 11-7-15 10:40
真是複雜ㄝ 要一算再算

實際嘗試 似乎玩牛熊證的輸贏速度 不如想像中的大

之前想說牛熊證契約期長
比較不會有轉倉困擾
但最後還是作OP
輸贏真的太小了



發表於 13-4-28 17:41 | 顯示全部樓層

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