call option put option 31 1000041 NT 31000041

  • Slides: 30
Download presentation

外匯選擇權 買入選擇權 (call option) 賣出選擇權 (put option) 出口商： 3/1 接獲香蕉訂單一筆 $10000，4/1 出口並收款， 若該批香蕉成本 NT$

外匯選擇權 買入選擇權 (call option) 賣出選擇權 (put option) 出口商： 3/1 接獲香蕉訂單一筆 $10000，4/1 出口並收款， 若該批香蕉成本 NT$ 310000，4/1 可能匯率為 30. 5 或 31. 5 3/2 買入 put option， c = 31. 2 ，$10000 4/1 e = 30. 5 ⇒ put option ⇒ NT$ 312000 $10000 ⇒ NT$ 305000 e = 31. 5 ⇒ put option ⇒ NTS 312000 $10000 ⇒ NT$ 315000

進口商： 3/1 向美國訂購名牌服飾一套售價 $ 10000， 4/1 貨到並付款 3/2 買入 call option， c = 31.

進口商： 3/1 向美國訂購名牌服飾一套售價 $ 10000， 4/1 貨到並付款 3/2 買入 call option， c = 31. 2 ，$10000 4/1 e = 30. 5 ⇒ call option ⇒ NT$ 312000 $10000 ⇒ NT$ 305000 e = 31. 5 ⇒ call option ⇒ NTS 312000 $10000 ⇒ NT$ 315000

投資： 1/1 購買外國基金一筆 $ 20000， 7/1到期贖回獲得 $21000 3/2 買入 put option， c = 31.

投資： 1/1 購買外國基金一筆 $ 20000， 7/1到期贖回獲得 $21000 3/2 買入 put option， c = 31. 2 ，$21000 4/1 e = 30. 5 ⇒ put option ⇒ NT$ 655200 $21000 ⇒ NT$ 640500 e = 31. 5 ⇒ put option ⇒ NT$ 655200 $21000 ⇒ NT$ 661500

$ 100 NT$/$ 日 NT$ 30300 S 台 $ 30300/30. 2 NT$/$ S 30.

$ 100 NT$/$ 日 NT$ 30300 S 台 $ 30300/30. 2 NT$/$ S 30. 3 30. 2 D 美元

NT$ 100 台 $10/3 NT$ 100 日 Yen 340 Yen 1000/3 美 美 Yen/NT$

NT$ 100 台 $10/3 NT$ 100 日 Yen 340 Yen 1000/3 美 美 Yen/NT$ $3. 4 台 日 NT$ 98. 039 NT$ 102 $/Yen 日 美 S 3. 4 S 0. 01 D D NT$ Yen

NT$ 100 日 Yen 340 美 NT$/$ 台 S 30 D $ $3. 4

NT$ 100 日 Yen 340 美 NT$/$ 台 S 30 D $ $3. 4 台 NT$ 102

Uncovered interest rate parity (未拋補利率平價理論) Covered interest rate parity (拋補利率平價理論) f : 遠期匯率

Uncovered interest rate parity (未拋補利率平價理論) Covered interest rate parity (拋補利率平價理論) f : 遠期匯率

f SS FF e

f SS FF e

OPTIONS Call Option Put Option premium Exercise strikingOPTIONS Call Option Put Option premium Exercise striking
OPTION CALL PUT OPTION DAN WARRANT BY SYAFIRAOPTION CALL PUT OPTION DAN WARRANT BY SYAFIRA
FED OPTION TAPERING CALL Simplifying Call Option ByFED OPTION TAPERING CALL Simplifying Call Option By
The CALL Verb CALL Syntax CALL Example CALLThe CALL Verb CALL Syntax CALL Example CALL
The CALL Verb CALL Syntax CALL Example CALLThe CALL Verb CALL Syntax CALL Example CALL
PUT KA ZNANJU PUT KA ZNANJU Put kaPUT KA ZNANJU PUT KA ZNANJU Put ka
FEDMARKET TAPERING OPTION IN THE REAL PUT OPTIONFEDMARKET TAPERING OPTION IN THE REAL PUT OPTION
AMERICAN AND EUROPEAN OPTION KINDA SUMLAJI PUT OptionAMERICAN AND EUROPEAN OPTION KINDA SUMLAJI PUT Option
Options Introduction Call and put option contracts NotationOptions Introduction Call and put option contracts Notation
TUGAS PERTEMUAN KE 10 OPTION CALL AND PUTTUGAS PERTEMUAN KE 10 OPTION CALL AND PUT
Call and Put Option Warrant Definisi opsi ruangCall and Put Option Warrant Definisi opsi ruang
CALL Computerassisted language learning CALL an introduction CALLCALL Computerassisted language learning CALL an introduction CALL
call by value call by address call bycall by value call by address call by
MPI call MPIINITierr call MPICOMMSIZEMPICOMMWORLD ncores ierr callMPI call MPIINITierr call MPICOMMSIZEMPICOMMWORLD ncores ierr call
Call Smart Applications Call Smart Call Service PresenceCall Smart Applications Call Smart Call Service Presence
PUFF CALL What is Puff Call Puff callPUFF CALL What is Puff Call Puff call
THE EMERGE OF CALL CALL CALL stands forTHE EMERGE OF CALL CALL CALL stands for
Put your title here Put your name herePut your title here Put your name here
PUT TITLE HERE Put CoAuthor Listing Here RenaissancePUT TITLE HERE Put CoAuthor Listing Here Renaissance
VERBAL PHRASES OF PUT Put Away To setVERBAL PHRASES OF PUT Put Away To set
Put pentozafosfata Put pentozafosfata Oksidativni ogranak puta pentozafosfataPut pentozafosfata Put pentozafosfata Oksidativni ogranak puta pentozafosfata
Put out the light and then put outPut out the light and then put out
Set Put Phrasal verbs with put Phrasal verbSet Put Phrasal verbs with put Phrasal verb
Please put your name here Please put yourPlease put your name here Please put your