KTL

引用:

原帖由 goldwater 於 2013-1-3 18:39 發表
今日有時間研究所謂的蟹貨區，在各大報章上都有專家話，到左23000~25000呢個重蟹貨區，沽壓越來越大，好難一氣突破，快將調整，但如果從另一角度睇，或是剛剛相反。為免長編大論，稍後再另開版塊分柝。 ...

期待中... 先行謝過

sandy33

Thanks Goldwater ching.

fatpat

Good morning

fatpat

引用:

原帖由 fatpat 於 2013-1-3 13:18 發表
If most C Hings are very bullish this year, then this strategy is good for the newbie

DEC SP158

Try to see whether you can look up the initial margin needed and the premium,
and calculate the target ...

Margin table for index option from HKEX
http://www.hkex.com.hk/chi/market/rm/rm_dcrm/riskdata/margin_hkcc/mertc_hkcc.htm#HSI

1312
S132P   7430
S138P   9420
S144P 11870
S150P 14570
S158P 18690
S166P 23140

Assume 200pts premium, i.e. $10K (200pts x $50/pt) premium,
initial margin $18690, target ROI = $10000/$18690 = 53.5%!!!

Assume 2X margin as the reserved margin,
target ROI = $10000/($18690 x 2) = 26.75%

Assume full margin (= margin for future),
target ROI = $10000/$70700 = 14.14%

Should beat deposit in the bank, or most bond fund or alike.

fatpat

引用:

原帖由 fatpat 於 2013-1-4 09:57 發表


Margin table for index option from HKEX
http://www.hkex.com.hk/chi/market/rm/rm_dcrm/riskdata/margin_hkcc/mertc_hkcc.htm#HSI

1312
S132P   7430
S138P   9420
S144P 11870
S150P 14570
S158P 18690
S166P ...

P.S. 2X initial margin should good for a slow index drop of 3000 points in 2 months,
       i.e roughly the normal monthly swing of 1600pts x 2

samy

引用:

原帖由 KTL 於 2013-1-3 21:11 發表
期待中... 先行謝過

Tks x 2

fatpat

For this morning, the better deal is

S138P @120 (120 x 50 = $6000)

ROI ~ $6000/$9420 ~ 63%

Reserved 2X margin, ROI ~ 31%,
which look like a decent return for a beginner.

lyt

引用:

原帖由 fatpat 於 2013-1-4 10:10 發表
For this morning, the better deal is

S138P @120 (120 x 50 = $6000)

ROI ~ $6000/$9420 ~ 63%

Reserved 2X margin, ROI ~ 31%,
which look like a decent return for a beginner.

hello ching good morning

you mean use $9420 to get $6000 profit. is it.

goldwater

引用:

原帖由 samy 於 2013-1-4 10:02 發表


Tks x 2

請到＂蟹貨＂一遊。

fatpat

引用:

原帖由 lyt 於 2013-1-4 10:15 發表


hello ching good morning

you mean use $9420 to get $6000 profit. is it.

Theoratically, yes.

But if the market drop sharply, you might have a margin call

So for a predicted uptrend, it is a good investment.