保證金問題 - 期貨

By Sandy
at 2012-01-08T23:52
at 2012-01-08T23:52
Table of Contents
大家好
小弟剛接觸選擇權不久
問一個問題
若 BC7100 @162
SP7100 @176
請問我需要繳多少保證金?
目前保證金A=19000
目前保證金B=10000
單1 Sell 的保證金 是
⊙保證金:權利金市值+Max(保證金A值-價外值,保證金B值)
==> 所以目前SP7100 的保證金是27800
但是我有BC7100 有收權利金8550
所以我只須交19250
不知道我有算錯嗎
--
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期貨
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