Test http://www.chineseworldnet.com/node/135
環球財經 ChineseWorldNet.com

漲跌都能賺錢的策略

當預測股價有劇烈波動,但不能判斷漲還是跌的時候——例如企業公佈盈利,就可以使用跨式套利。NETL將在2月3日盤後公佈第四季度盈利,做一個4月到期的跨式套利。

在2月24日前只要股價漲46.5%到31.08美元就可以利潤翻倍,或者股價跌35.1%到13.76美元也可以利潤翻倍。 61.73%的盈利概率,只要股價在4月到期日能漲過26.90美元或跌破18.10美元就可以賺錢。

• 股票:NetLogic Microsystems, Inc. (NASDAQ:NETL)
• 股價:21.21美元
• 觀點:你預測股價有劇烈波動,但不能判斷是漲或者是跌
• 期權:跨式套利,買進4月22.5元的call,買進4月22.5元的put
• 價格:1.55 + 2.85 = 4.40美元/股
• 利潤:無限
• 風險:4.40美元/股
• Delta:-11.52
• Gamma:16.322
• Vega:7.69美元
• Theta:-2.48
• 盈虧平衡點:18.10美元 - 26.90美元(4月17日)
• 盈利概率:61.73%(4月17日)



Gray Zhi
OptionStoa.com

Disclaimer
OptionStoa.com and its offerings are for informational and educational purposes only. It is not our intent to advise you on what to buy/sell/hold. Our intent is to inform you of our sole opinion of the financial market, trading strategies. These opinions may changed at any time without notices. Although the information is the believed to be correct, the accuracy or completeness of the information is not guaranteed or warranted. OptionStoa.com disclaims any and all liability as to the completeness, accuracy or possible omissions of the information contained herein. OptionStoa.com is NOT registered broker/dealer/financial adviser. None of the stocks, options or any securities mentioned at this site and its offering should be bought or sold without you first doing your own analysis. OptionStoa.com is not liable for any investment/trading decisions made by its members, audience.