引用:
原帖由 OK~ 於 2012-6-5 14:16 發表
其實以期權的特性, Long/Short可謂各有好處
若以SC130為例, 雖然按金較多, 表面上亦與沽期指分別不大, 但由於期權金有時間值的因素, 即使指數能下跌至130水平, 時間值的損耗亦會有賺
而雖然LP所需要付出的 ...
Yeah, too many strategies to learn.
Margin for
HSIN2 $58,100
SC130 $58,000
One points to note is the time premium for FOTM option is very small.
Current futures 18104/18107
A "Quote Request" for 13000C gives 5143 / 5157
13000 + 5143 - 18104 = 39pts
So time premium is only 39pts!
Potential loss is unlimited (OK, market will not go to infinitity next month)
Not a good investment for time premium eater.