Test http://chineseworldnet.com/node/135
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期權組合-垂直價差Vertical Spread

在看漲股價的時候可以買入買權垂直價差(Call Vertical Spread)。例如以下這個例子就是假設TRV的股價將會上漲,買進TRV的55美元買權,賣出60美元買權(都是2009年1月到期的),整個組合的價格是0.70美元/股(70美元/合約)。

• 垂直套利:TRV
• 日期:2009年11月25日
• 股價:52.76
• 期權:買進垂直套利
• 買進JAN010到期的55美元的CALL
• 賣出JAN010到期的60美元的CALL
• 價格:0.7 Debit


Gray Zhi

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