个股期权策略计算公式EXCEL版

名称行权日中国平安市价行权价格权利金(购)权利金落差盈亏平衡点权利金(沽)盈亏平衡点期货多头卖出跨式合成期货多头盈亏平衡点潜在盈利损失601318C5M032505.2839.5332.57.25939.7590.01132.48939.7487.27039.74839.541601318C5M035005.2839.5335.04.6522.60739.6520.09234.90839.5604.74439.56039.622601318C5M037505.2839.5337.52.4802.17239.9800.47737.02339.5032.95739.50340.007601318C5M040005.2839.5340.01.0201.46041.0201.50038.50039.5202.52039.52041.030601318C5M042505.2839.5342.50.2910.72942.7913.27839.22239.5133.56939.51342.808601318C5M045005.2839.5345.00.0620.22945.0625.42639.57439.6365.48839.63644.956601318C5M047505.2839.5347.50.0130.04947.5138.15839.34239.3558.17139.35547.688601318C6M030006.2539.5330.09.86939.8690.04929.95139.8209.91839.82039.579601318C6M032506.2539.5332.57.4772.39239.9770.18732.31339.7907.66439.79039.717601318C6M035006.2539.5335.05.2202.25740.2200.55834.44239.6625.77839.66240.088601318C6M037506.2539.5337.53.4791.74140.9791.17236.32839.8074.65139.80740.702601318C6M040006.2539.5340.01.8801.59941.8802.30837.69239.5724.18839.57241.838601318C6M042506.2539.5342.51.0040.87643.5043.96638.53439.5384.97039.53843.496601318C6M045006.2539.5345.00.7580.24645.7585.76939.23139.9896.52739.98945.299601318C6M047506.2539.5347.50.6900.06848.1907.69939.80140.4918.38940.49147.229601318C9M030009.2439.5330.010.63940.6390.35229.64840.28710.99140.28739.882601318C9M032509.2439.5332.58.3022.33740.8020.68731.81340.1158.98940.11540.217601318C9M035009.2439.5335.06.4421.86041.4421.32133.67940.1217.76340.12140.851601318C9M037509.2439.5337.54.5601.88242.0602.19035.31039.8706.75039.87041.720601318C9M040009.2439.5340.03.2201.34043.2203.21236.78840.0086.43240.00842.742601318C9M042509.2439.5342.52.1801.04044.6804.32538.17540.3556.50540.35543.855601318C9M045009.2439.5345.01.5000.68046.5006.16238.83840.3387.66240.33845.692601318C9M047509.2439.5347.50.9870.51348.4878.25539.24540.2329.24240.23247.785601318CCM0325012.2439.5332.59.40041.9001.22731.27340.67310.62740.67340.757601318CCM0350012.2439.5335.07.2982.10242.2981.83933.16140.4599.13740.45941.369601318CCM0375012.2439.5337.55.5731.72543.0732.27735.22340.7967.85040.79641.807601318CCM0400012.2439.5340.04.5760.99744.5763.85336.14740.7238.42940.72343.383601318CCM0425012.2439.5342.53.4581.11845.9585.34837.15240.6108.80640.61044.878601318CCM0450012.2439.5345.02.8170.64147.8176.95638.04440.8619.77340.86146.486持股买入认沽持股买沽卖购名称行权日中国平安市价(5.6日)行权价格预期价权利金(购)权利金落差时间价值盈亏平衡点认购盈利权利金(沽)权利金落差时间价值盈亏平衡点认沽盈利最大亏损盈亏平衡点601318C5M032505.2839.5332.530.07.2590.22939.759-134.4%0.0117.04132.48922627.3%-7.04139.5410.218601318C5M035005.2839.5335.030.04.6522.6070.12239.652-207.5%0.0920.0814.62234.9085334.8%-4.62239.6220.030601318C5M037505.2839.5337.530.02.4802.1720.45039.980-402.4%0.4770.3852.50737.0231472.3%-2.50740.007-0.027601318C5M040005.2839.5340.030.01.0201.4601.49041.020-1080.4%1.5001.0231.03038.500566.7%-1.03041.030-0.010601318C5M042505.2839.5342.530.00.2910.7293.26142.791-4395.5%3.2781.7780.30839.222281.3%-0.30842.808-0.017601318C5M045005.2839.5345.030.00.0620.2295.53245.062-24293.5%5.4262.148-0.04439.574176.4%0.04444.9560.106601318C6M032506.2539.5332.530.07.4770.44739.977-133.4%0.1877.21732.3131236.9%-7.21739.7170.260601318C6M035006.2539.5335.030.05.2202.2570.69040.220-195.8%0.5580.3715.08834.442796.1%-5.08840.0880.132601318C6M037506.2539.5337.530.03.4791.7411.44940.979-315.6%1.1720.6143.20236.328539.9%-3.20240.7020.277601318C6M040006.2539.5340.030.01.8801.5992.35041.880-631.9%2.3081.1361.83837.692333.3%-1.83841.8380.042601318C6M042506.2539.5342.530.01.0040.8763.97443.504-1345.0%3.9661.6580.99638.534215.2%-0.99643.4960.008601318C6M045006.2539.5345.030.00.7580.2466.22845.758-2078.9%5.7691.8030.29939.231160.0%-0.29945.2990.459601318C9M032509.2439.5332.530.08.3021.27240.802-130.1%0.6877.71731.813263.9%-7.71740.2170.585601318C9M035009.2439.5335.030.06.4421.8601.91241.442-177.6%1.3210.6345.85133.679278.5%-5.85140.8510.591601318C9M037509.2439.5337.530.04.5601.8822.53042.060-264.5%2.1900.8694.22035.310242.5%-4.22041.7200.340601318C9M040009.2439.5340.030.03.2201.3403.69043.220-410.6%3.2121.0222.74236.788211.3%-2.74242.7420.478601318C9M042509.2439.5342.530.02.1801.0405.15044.680-673.4%4.3251.1131.35538.175189.0%-1.35543.8550.825601318C9M045009.2439.5345.030.01.5000.6806.97046.500-1100.0%6.1621.8370.69238.838143.4%-0.69245.6920.808601318CCM0325012.2439.5332.530.09.4002.37041.900-126.6%1.2278.25731.273103.7%-8.25740.7571.143601318CCM0350012.2439.5335.030.07.2982.1022.76842.298-168.5%1.8390.6126.36933.161171.9%-6.36941.3690.929601318CCM0375012.2439.5337.530.05.5731.7253.54343.073-234.6%2.2770.4384.30735.223229.4%-4.30741.8071.266601318CCM0400012.2439.5340.030.04.5760.9975.04644.576-318.5%3.8531.5763.38336.147159.5%-3.38343.3831.193601318CCM0425012.2439.5342.530.03.4581.1186.42845.958-461.5%5.3481.4952.37837.152133.7%-2.37844.8781.080601318CCM0450012.2439.5345.030.02.8170.6418.28747.817-632.5%6.9561.6081.48638.044115.6%-1.48646.4861.331合成期货多头合成期货空头名称行权日中国平安市价(5.6日)行权价格预期价权利金(购)权利金落差时间价值盈亏平衡点认购盈亏权利金(沽)权利金落差时间价值盈亏平衡点认沽盈亏盈亏平衡点盈亏点相对现价位置预期盈亏盈亏平衡点盈亏点相对现价位置预期盈亏601318C5M032505.2839.5332.550.07.2590.22939.759141.1%0.0117.04132.489-159190.9%39.748-0.21859.8%39.7480.218-103.6%601318C5M035005.2839.5335.050.04.6522.6070.12239.652222.4%0.0920.0814.62234.908-16404.3%39.560-0.03071.8%39.5600.030-104.7%601318C5M037505.2839.5337.550.02.4802.1720.45039.980404.0%0.4770.3852.50737.023-2720.5%39.5030.02784.9%39.503-0.027-101.3%601318C5M040005.2839.5340.050.01.0201.4601.49041.020880.4%1.5001.0231.03038.500-766.7%39.5200.01096.1%39.520-0.010-92.1%601318C5M042505.2839.5342.550.00.2910.7293.26142.7912477.3%3.2781.7780.30839.222-328.8%39.5130.017103.1%39.513-0.017-79.7%601318C5M045005.2839.5345.050.00.0620.2295.53245.0627964.5%5.4262.148-0.04439.574-192.1%39.636-0.106104.2%39.6360.106-67.7%601318C6M032506.2539.5332.550.07.4770.44739.977134.1%0.1877.21732.313-9458.3%39.790-0.26058.8%39.7900.260-101.4%601318C6M035006.2539.5335.050.05.2202.2570.69040.220187.4%0.5580.3715.08834.442-2788.2%39.662-0.13268.5%39.6620.132-99.0%601318C6M037506.2539.5337.550.03.4791.7411.44940.979259.3%1.1720.6143.20236.328-1166.6%39.807-0.27776.3%39.8070.277-92.2%601318C6M040006.2539.5340.050.01.8801.5992.35041.880431.9%2.3081.1361.83837.692-533.3%39.572-0.04288.7%39.5720.042-85.5%601318C6M042506.2539.5342.550.01.0040.8763.97443.504647.0%3.9661.6580.99638.534-289.1%39.538-0.00896.1%39.5380.008-75.5%601318C6M045006.2539.5345.050.00.7580.2466.22845.758559.6%5.7691.8030.29939.231-186.7%39.989-0.45994.1%39.9890.459-64.0%601318C9M032509.2439.5332.550.08.3021.27240.802110.8%0.6877.71731.813-2647.3%40.115-0.58554.4%40.1150.585-93.5%601318C9M035009.2439.5335.050.06.4421.8601.91241.442132.8%1.3210.6345.85133.679-1235.5%40.121-0.59160.5%40.1210.591-88.2%601318C9M037509.2439.5337.550.04.5601.8822.53042.060174.1%2.1900.8694.22035.310-670.8%39.870-0.34070.1%39.8700.340-83.9%601318C9M040009.2439.5340.050.03.2201.3403.69043.220210.6%3.2121.0222.74236.788-411.3%40.008-0.47876.3%40.0080.478-76.3%601318C9M042509.2439.5342.550.02.1801.0405.15044.680244.0%4.3251.1131.35538.175-273.4%40.355-0.82580.0%40.3550.825-67.9%601318C9M045009.2439.5345.050.01.5000.6806.97046.500233.3%6.1621.8370.69238.838-181.1%40.338-0.80884.9%40.3380.808-60.2%601318CCM0325012.2439.5332.550.09.4002.37041.90086.2%1.2278.25731.273-1526.2%40.673-1.14348.4%40.6731.143-84.0%601318CCM0350012.2439.5335.050.07.2982.1022.76842.298105.5%1.8390.6126.36933.161-915.7%40.459-0.92955.5%40.4590.929-81.4%601318CCM0375012.2439.5337.550.05.5731.7253.54343.073124.3%2.2770.4384.30735.223-649.0%40.796-1.26659.6%40.7961.266-75.7%601318CCM0400012.2439.5340.050.04.5760.9975.04644.576118.5%3.8531.5763.38336.147-359.5%40.723-1.19364.2%40.7231.193-67.5%601318CCM0425012.2439.5342.550.03.4581.1186.42845.958116.9%5.3481.4952.37837.152-240.2%40.610-1.08070.4%40.6101.080-61.7%601318CCM0450012.2439.5345.050.02.8170.6418.28747.81777.5%6.9561.6081.48638.044-171.9%40.861-1.33172.0%40.8611.331-54.3%买入蝶式相邻组买入蝶式隔一组名称行权日中国平安市价(5.6日)行权价格预期价权利金(购)权利金落差时间价值盈亏平衡点认购盈利最大亏损最大盈利盈亏A实-A平37.5-40盈亏A平-A虚40-42.5最大亏损最大盈利盈亏A实-A平35-40盈亏A平-A虚40-45601318C5M032505.2839.5332.540.07.2590.22939.7593.3%601318C5M035005.2839.5335.040.04.6522.6070.12239.6527.5%601318C5M037505.2839.5337.540.02.4802.1720.45039.9800.8%601318C5M040005.2839.5340.040.01.0201.4601.49041.020-100.0%-0.7311.7691.7691.769-2.6742.3262.3262.326601318C5M042505.2839.5342.540.00.2910.7293.26142.791-959.1%601318C5M045005.2839.5345.040.00.0620.2295.53245.062-8164.5%601318C6M032506.2539.5332.540.07.4770.44739.9770.3%601318C6M035006.2539.5335.040.05.2202.2570.69040.220-4.2%601318C6M037506.2539.5337.540.03.4791.7411.44940.979-28.1%601318C6M040006.2539.5340.040.01.8801.5992.35041.880-100.0%-0.7231.7771.7771.777-2.2182.7822.7822.782601318C6M042506.2539.5342.540.01.0040.8763.97443.504-349.0%601318C6M045006.2539.5345.040.00.7580.2466.22845.758-759.6%601318C9M032509.2439.5332.540.08.3021.27240.802-9.7%601318C9M035009.2439.5335.040.06.4421.8601.91241.442-22.4%601318C9M037509.2439.5337.540.04.5601.8822.53042.060-45.2%601318C9M040009.2439.5340.040.03.2201.3403.69043.220-100.0%-0.3002.2002.2002.200-1.5023.4983.4983.498601318C9M042509.2439.5342.540.02.1801.0405.15044.680-214.7%601318C9M045009.2439.5345.040.01.5000.6806.97046.500-433.3%601318CCM0325012.2439.5332.540.09.4002.37041.900-20.2%601318CCM0350012.2439.5335.040.07.2982.1022.76842.298-31.5%601318CCM0375012.2439.5337.540.05.5731.7253.54343.073-55.1%601318CCM0400012.2439.5340.040.04.5760.9975.04644.576-100.0%0.1212.6212.6212.621-0.9634.0374.0374.037601318CCM0425012.2439.5342.540.03.4581.1186.42845.958-172.3%601318CCM0450012.2439.5345.040.02.8170.6418.28747.817-277.5%