[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-futures_prac-115-2-024":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"futures_prac","期貨商業務員資格測驗——期貨交易理論與實務","c5",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"futures_prac-115-2-024","115-2",24,"台積電股票買權 Delta 為 0.6，則賣權的 Delta 為？",[13,14,15,16],"0.4","-0.4","0.6","-0.6",1,"選擇權基本概念與交易策略","同一標的、同一履約價與同一到期日的買權與賣權，依買賣權平價關係，買權 Delta 減賣權 Delta 恰等於 1。台積電買權 Delta 為 0.6，賣權 Delta＝0.6－1＝－0.4，故 (B) 正確。直覺上，買權價格與股價同向，Delta 介於 0 與 1 之間；賣權價格與股價反向，Delta 必為負值，介於 －1 與 0 之間，因此 (A) 0.4 與 (C) 0.6 光是正號就錯了。(D) －0.6 雖然是負值，卻直接沿用買權的絕對值，沒有做減 1 的換算。","easy",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"futures_prac-114-3-014","多頭垂直價差策略適用於預期標的物：",14,{"id":27,"question":28,"qno":29},"futures_prac-114-3-015","買入 6 月份 S&P500 期貨 1,380 買權，賣出 9 月份 S&P500 期貨 1,390 買權，此為：",15,{"id":31,"question":32,"qno":33},"futures_prac-114-3-016","期權委託，在下單時除須註明商品種類、月份、履約價格、買權或賣權外，下列何者說明是必要的？",16,{"id":35,"question":36,"qno":37},"futures_prac-114-3-017","若投資人預期美國聯邦準備理事會近期的未來，仍要引導市場利率上升，投資人想要執行投機性交易，投資人應進行以下何種策略最適合？",17,{"id":39,"question":40,"qno":41},"futures_prac-114-3-018","關於賣出買權(writing a call option)和買進賣權(buying a put option)的描述,下列哪項是正確的？",18,{"id":43,"question":44,"qno":45},"futures_prac-114-3-037","認為標的物之市價下跌機會較大，則應：",37,1785904151945]