選擇權保證金的問題? - 期貨
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By John
at 2009-01-02T22:19
at 2009-01-02T22:19
Table of Contents
日期 收盤指數 結算價 原始保證金 維持保證金
12/2 4356.98 390 40500 35500
21000+390*50=40500原始保證金
16000+390*50=35500維持保證金
12/8 4418.33 242 32183.5 27183.5
(4418.33-4400)*50=916.5
(21000-916.5,11000)=20083.5(取大值)
20083.5+242*50=32183.5(原始保證金)
(16000-916.5,8000)=15083.5
15083.5+242*50=27183.5(維持保證金)
麻煩解釋一下為什麼這兩天的算法不一樣= ="
謝謝!!
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期貨
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