引用:
原帖由 chief 於 2014-4-7 15:37 發表
請問, 期權的時間值, 是否theta, 數值以點數計 ??
YOU CAN THINK OF THETA AS WHAT IT COSTS THE COMING 24 HRS
ASSUME 224P CLOSED AT 312 THETA 9.96
SO BY TOMORROW 1615 (1 DAY / 24 HRS) THE PREMIUM WILL BE 9.96 LESS (312 - 10 = 302),
PROVIDED THAT EVERY OTHER FACTORS EQUAL.
YES IT IS STATED IN POINTS (點數)
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本帖最後由 fatpat 於 2014-4-7 18:07 編輯 ]