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

一年可翻兩倍,高於七成盈利概率

這個看漲的賣權垂直套利的利潤可達217.26%年回報率——只要股價在3月期權到期日不要跌破20美元,這可是有21.7%的緩衝區,即使股價不漲也可以盈利,因為這個組合每天每合約可賺$1.09美元。股價只有25.66%概率會低於盈虧平衡點19.5美元,就是說盈利概率是74.34%。

Ceradyne, Inc. (NasdaqNM: CRDN)
• 最新股價: 24.34
• 股價變化: 0.34
• 變化(%): 1.42%
• 昨天收盤: 24
• 今天開盤: 24.04
• 今天交易量: 301569
• 平均交易量: 341000
• 市值: 639M
• 每股盈利: 4.46
• 市盈率PE: 5.46
• 在外股數: 26273K
• beta 比率: 1.95
• 今天最高: 25.05
• 今天最低: 23.98
• 52周最高: 50.51
• 52周最低: 16.01

期權策略
• 組成
o 買進MAR09 到期的17.5 Put
o 賣出MAR09 到期的20 Put
• 價格: $50 Credit
• 風險: -$200
• 成本: -$200
• 利潤: $50
• Delta: 11.38
• Gamma: -1.503
• Vega: -$0.97
• Theta(每天): $1.09
• (按一個合約計算)





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Gray Zhi
OptionStoa.com

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