勒式雙賣保證金計算方式請教 - 期貨
By Edwina
at 2008-09-25T23:43
at 2008-09-25T23:43
Table of Contents
賣出call、賣出put
MAXIMUM(賣出call之保證金,賣出put之保證金)+保證金較低方之權利金市值
http://www.taifex.com.tw/chinese/home.htm
再不會算就可以打包了 XD
※ 引述《fantasymike (我要賺學費)》之銘言:
: 1. 問題類別: 選擇權保證金算法
: 2. 問題描述:
: 如果我在今天採勒式賣出 5700P at 111 + 6300C at 123
: 請問保證金會如何收取
: 煩請有經驗的老手回答 感恩~~~
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期貨
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