選擇權組合單賣進買遠,價格是正還是負? - 期貨
By Damian
at 2014-05-23T14:07
at 2014-05-23T14:07
Table of Contents
以今天收盤價為例,假設我要下組合單,賣週買月(賣近買遠):
05W4,SELL9000C(39點) + 06,BUY9100C(45點)
兩口單差距6點,那我下單的價格應該是6還是-6 ?? 我的直覺告訴我應該是-6
因為不確定,所以我分開下單~~~
--
05W4,SELL9000C(39點) + 06,BUY9100C(45點)
兩口單差距6點,那我下單的價格應該是6還是-6 ?? 我的直覺告訴我應該是-6
因為不確定,所以我分開下單~~~
--
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期貨
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