大盤近期走勢處在相對高檔震盪整理的階段,此時期無論是現股操作或是權證的選擇上難度將更高。而近期指數的強勢整理也使得券商發行權證的動作變的相對積極,而發行標的上也擴大至非電子族群。
而近期新發行尚未掛牌權證為下列數檔。
名稱看盤 |
標的股 |
發行日期 |
發行價格 |
發行波動率 |
原始履約價 |
發行數量(仟) |
存續期間 |
執行比例 |
價內外程度% |
永豐R1 |
威力盟 |
2007/9/28 |
0.697 |
71.45% |
97.95 |
12,000 |
6M |
0.10 |
50 OTM |
永豐R2 |
創 惟 |
2007/9/28 |
1.035 |
85.26% |
105.45 |
12,000 |
6M |
0.10 |
50 OTM |
永豐R3 |
群 聯 |
2007/9/28 |
5.855 |
93.00% |
515.25 |
12,000 |
6M |
0.10 |
50 OTM |
新壽70 |
亞 翔 |
2007/10/1 |
1.030 |
55.00% |
70.27 |
20,000 |
7M |
0.20 |
50 OTM |
新壽71 |
美隆電 |
2007/10/2 |
1.082 |
63.80% |
59.55 |
20,000 |
7M |
0.20 |
50 OTM |
新壽72 |
強 茂 |
2007/10/2 |
1.580 |
75.00% |
76.95 |
20,000 |
6M |
0.20 |
50 OTM |
新壽73 |
鼎 元 |
2007/10/3 |
0.745 |
67.70% |
68.55 |
20,000 |
7M |
0.10 |
50 OTM |
元富N4 |
大 立 |
2007/10/3 |
0.617 |
75.24% |
574.50 |
20,000 |
6M |
0.01 |
50 OTM |
元富N5 |
豐 興 |
2007/10/3 |
0.676 |
60.00% |
83.70 |
20,000 |
6M |
0.10 |
50 OTM |
元富N6 |
佰 鴻 |
2007/10/3 |
1.234 |
70.38% |
130.80 |
20,000 |
6M |
0.10 |
50 OTM |
元大QZ |
原 相 |
2007/10/8 |
4.744 |
77.09% |
447.00 |
5,000 |
7M |
0.10 |
50 OTM |
元大RA |
力 晶 |
2007/10/8 |
1.604 |
38.08% |
23.55 |
20,000 |
7M |
1.00 |
50 OTM |
元大RB |
合 晶 |
2007/10/8 |
3.897 |
81.03% |
317.25 |
8,000 |
7M |
0.10 |
50 OTM |
元大RC |
群 聯 |
2007/10/8 |
6.627 |
85.02% |
541.50 |
8,000 |
7M |
0.10 |
50 OTM |
永豐GM |
嘉 泥 |
2007/10/9 |
1.603 |
66.91% |
51.22 |
20,000 |
6M |
0.50 |
50 OTM |
永豐GN |
正 隆 |
2007/10/9 |
0.857 |
55.14% |
20.70 |
20,000 |
6M |
1.00 |
50 OTM |
永豐GP |
旺 宏 |
2007/10/9 |
1.305 |
76.22% |
32.47 |
20,000 |
6M |
0.50 |
50 OTM |
永豐GQ |
瑞 昱 |
2007/10/9 |
1.613 |
77.92% |
192.75 |
20,000 |
6M |
0.10 |
50 OTM |
新壽74 |
華 城 |
2007/10/9 |
1.804 |
75.00% |
79.20 |
20,000 |
7M |
0.20 |
50 OTM |
新壽75 |
華 紙 |
2007/10/9 |
1.611 |
67.00% |
34.87 |
20,000 |
7M |
0.50 |
50 OTM |
元富N7 |
華 上 |
2007/10/3 |
0.796 |
80.03% |
75.75 |
20,000 |
6M |
0.10 |
50 OTM |
信證C7 |
崇 越 |
2007/10/9 |
2.858 |
85.93% |
115.65 |
20,000 |
6M |
0.20 |
50 OTM |
信證C8 |
精 英 |
2007/10/9 |
3.187 |
75.11% |
30.30 |
20,000 |
6M |
1.00 |
50 OTM |
中信GG |
宏達電 |
2007/10/9 |
0.994 |
65.56% |
885.00 |
50,000 |
6M |
0.01 |
50 OTM |
元大AT |
統 一 |
2007/10/9 |
1.923 |
66.15% |
77.10 |
20,000 |
7M |
0.20 |
50 OTM |
元大AU |
中 砂 |
2007/10/9 |
1.186 |
66.86% |
66.86 |
20,000 |
7M |
0.10 |
20.0 ITM |
元大AV |
金像電 |
2007/10/9 |
1.794 |
57.07% |
42.90 |
20,000 |
7M |
0.50 |
50 OTM |
元大AW |
中信金 |
2007/10/9 |
1.634 |
52.84% |
37.87 |
20,000 |
7M |
0.50 |
50 OTM |
富邦M3 |
鴻 海 |
2007/10/9 |
1.960 |
42.00% |
381.00 |
20,000 |
8M |
0.10 |
50 OTM |
富邦M4 |
瑞 昱 |
2007/10/9 |
2.070 |
64.00% |
192.75 |
20,000 |
9M |
0.10 |
50 OTM |
富邦M5 |
晶 電 |
2007/10/9 |
2.040 |
60.00% |
227.25 |
20,000 |
8M |
0.10 |
50 OTM |
統一N5 |
聯 陽 |
2007/10/3 |
2.600 |
93.50% |
193.50 |
20,000 |
6M |
0.10 |
50 OTM |
富邦M6 |
聯發科 |
2007/10/9 |
0.940 |
46.10% |
88500 |
20,000 |
10M |
0.01 |
50 OTM |
富邦M7 |
元大金 |
2007/10/9 |
0.850 |
46.10% |
35.85 |
20,000 |
8M |
0.20 |
50 OTM |
富邦M8 |
統 一 |
2007/10/9 |
1.850 |
46.10% |
77.10 |
20,000 |
8M |
0.20 |
50 OTM |
統一N6 |
華 上 |
2007/10/3 |
0.820 |
60.00% |
75.75 |
20,000 |
6M |
0.10 |
50 OTM |
統一N7 |
台 聚 |
2007/10/3 |
1.680 |
74.80% |
30.45 |
20,000 |
6M |
0.50 |
50 OTM |
亞東B3 |
中 鴻 |
2007/10/3 |
1.999 |
64.46% |
28.65 |
20,000 |
9M |
1.00 |
50 OTM |
亞東B4 |
南 亞 |
2007/10/3 |
2.417 |
65.64% |
33.37 |
20,000 |
9M |
1.00 |
50 OTM |
元大AF |
豐 興 |
2007/10/3 |
2.760 |
53.01% |
83.70 |
20,000 |
7M |
0.50 |
50 OTM |
元大AG |
研 華 |
2007/10/3 |
1.873 |
52.77% |
142.35 |
20,000 |
7M |
0.20 |
50 OTM |
元大AH |
萬 海 |
2007/10/3 |
3.438 |
60.97% |
41.92 |
20,000 |
7M |
1.00 |
50 OTM |
永豐FU |
永 光 |
2007/10/4 |
0.976 |
90.23% |
45.15 |
20,000 |
6M |
0.20 |
50 OTM |
永豐FV |
震旦行 |
2007/10/4 |
0.737 |
76.04% |
46.05 |
20,000 |
6M |
0.20 |
50 OTM |
永豐FW |
台 航 |
2007/10/4 |
0.985 |
79.20% |
114.30 |
20,000 |
6M |
0.10 |
50 OTM |
永豐FX |
三商行 |
2007/10/4 |
1.354 |
75.43% |
34.35 |
20,000 |
6M |
0.50 |
50 OTM |
永豐FY |
威達電 |
2007/10/4 |
0.866 |
75.12% |
110.70 |
20,000 |
6M |
0.10 |
50 OTM |
永豐FZ |
百 和 |
2007/10/4 |
0.827 |
63.31% |
73.95 |
20,000 |
6M |
0.20 |
50 OTM |
群益DZ |
國 產 |
2007/10/4 |
1.094 |
53.00% |
32.85 |
20,000 |
6M |
0.50 |
50 OTM |
群益EA |
華新科 |
2007/10/4 |
0.587 |
51.30% |
52.95 |
25,000 |
6M |
0.20 |
50 OTM |
群益EB |
瑞 軒 |
2007/10/4 |
0.776 |
68.30% |
72.75 |
25,000 |
6M |
0.10 |
50 OTM |
群益EC |
日月光 |
2007/10/4 |
0.766 |
54.70% |
54.68 |
25,000 |
6M |
0.20 |
50 OTM |
日盛C8 |
台 聚 |
2007/10/4 |
1.881 |
81.40% |
30.45 |
20,000 |
7M |
0.50 |
50 OTM |
日盛C9 |
豐 興 |
2007/10/4 |
1.642 |
69.55% |
82.50 |
20,000 |
7M |
0.20 |
47.4 OTM |
日盛D1 |
精 英 |
2007/10/4 |
1.990 |
84.45% |
30.68 |
20,000 |
7M |
0.50 |
50 OTM |
日盛D2 |
萬 海 |
2007/10/4 |
1.861 |
68.62% |
41.93 |
20,000 |
7M |
0.50 |
50 OTM |
信證C6 |
鼎 元 |
2007/10/4 |
1.384 |
73.68% |
67.50 |
20,000 |
6M |
0.20 |
50 OTM |
大展62 |
鼎 元 |
2007/10/4 |
0.726 |
79.00% |
67.50 |
20,000 |
6M |
0.10 |
50 OTM |
大展63 |
華 上 |
2007/10/4 |
0.805 |
79.00% |
75.45 |
20,000 |
6M |
0.10 |
50 OTM |
寶來BA |
凌 巨 |
2007/10/4 |
1.105 |
77.97% |
71.55 |
25,000 |
9M |
0.10 |
50 OTM |
寶來BB |
華 上 |
2007/10/4 |
1.105 |
78.70% |
75.45 |
20,000 |
9M |
0.10 |
50 OTM |
寶來BC |
鼎 元 |
2007/10/4 |
1.105 |
82.03% |
67.50 |
20,000 |
9M |
0.10 |
50 OTM |
寶來BD |
台 揚 |
2007/10/4 |
0.617 |
74.91% |
39.00 |
20,000 |
9M |
0.10 |
50 OTM |
寶來BE |
錸 德 |
2007/10/4 |
0.468 |
67.09% |
16.65 |
20,000 |
9M |
0.20 |
50 OTM |
寶來BF |
永 大 |
2007/10/4 |
1.155 |
58.85% |
47.47 |
20,000 |
9M |
0.20 |
50 OTM |
寶來BG |
台 聚 |
2007/10/4 |
0.946 |
73.64% |
30.45 |
20,000 |
9M |
0.20 |
50 OTM |
寶來BH |
豐 興 |
2007/10/4 |
0.886 |
65.60% |
82.50 |
20,000 |
6M |
0.10 |
50 OTM |
寶來BI |
精 英 |
2007/10/4 |
0.537 |
70.66% |
30.67 |
20,000 |
6M |
0.20 |
50 OTM |
寶來BJ |
所羅門 |
2007/10/4 |
1.523 |
66.81% |
42.15 |
20,000 |
6M |
0.50 |
50 OTM |
中信GB |
精 英 |
2007/10/4 |
0.696 |
81.55% |
30.67 |
20,000 |
6M |
0.20 |
50 OTM |
中信GC |
長榮航 |
2007/10/4 |
0.994 |
72.41% |
47.32 |
35,000 |
6M |
0.20 |
50 OTM |
元大AJ |
厚 生 |
2007/10/4 |
2.641 |
59.75% |
33.15 |
20,000 |
7M |
1.00 |
50 OTM |
元大AK |
台 航 |
2007/10/4 |
2.442 |
73.10% |
114.30 |
20,000 |
7M |
0.20 |
50 OTM |
元大AL |
台 航 |
2007/10/4 |
1.694 |
75.10% |
38.10 |
20,000 |
7M |
0.20 |
50.0 ITM |
元大AM |
威達電 |
2007/10/4 |
2.232 |
70.37% |
110.70 |
20,000 |
7M |
0.20 |
50 OTM |
統一PB |
威 剛 |
2007/10/4 |
1.195 |
56.00% |
124.95 |
10,000 |
7M |
0.10 |
50 OTM |
統一PC |
中美晶 |
2007/10/4 |
0.559 |
70.00% |
477.75 |
25,000 |
7M |
0.01 |
50 OTM |
統一PD |
群 聯 |
2007/10/4 |
0.820 |
92.00% |
556.5 |
10,000 |
7M |
0.01 |
50 OTM |
統一PE |
致 新 |
2007/10/4 |
0.550 |
85.00% |
378.75 |
10,000 |
7M |
0.01 |
50 OTM |
金鼎U2 |
台 半 |
2007/10/4 |
2.708 |
98.54% |
102.75 |
35,000 |
6M |
0.20 |
50 OTM |
金鼎U3 |
朋 程 |
2007/10/4 |
4.759 |
98.69% |
312.65 |
20,000 |
6M |
0.10 |
30 OTM |
群益ED |
中石化 |
2007/10/5 |
1.950 |
64.00% |
24.98 |
20,000 |
6M |
1.00 |
50 OTM |
群益EE |
正 新 |
2007/10/5 |
1.383 |
68.90% |
104.25 |
20,000 |
6M |
0.10 |
50 OTM |
群益EF |
潤泰新 |
2007/10/5 |
2.070 |
55.70% |
57.75 |
20,000 |
6M |
0.50 |
50 OTM |
群益EG |
元大金 |
2007/10/5 |
1.373 |
61.10% |
33.60 |
20,000 |
6M |
0.50 |
50 OTM |
統一N8 |
強 茂 |
2007/10/5 |
0.920 |
80.00% |
76.80 |
20,000 |
6M |
0.10 |
50 OTM |
統一N9 |
奇 偶 |
2007/10/5 |
0.607 |
80.00% |
432.00 |
20,000 |
7M |
0.01 |
50 OTM |
元富N8 |
威達電 |
2007/10/5 |
1.154 |
80.13% |
109.65 |
20,000 |
6M |
0.10 |
50 OTM |
元富N9 |
瑞 昱 |
2007/10/5 |
2.089 |
78.21% |
205.50 |
20,000 |
6M |
0.10 |
50 OTM |
永豐GA |
宏 泰 |
2007/10/5 |
0.777 |
72.28% |
53.40 |
20,000 |
6M |
0.20 |
50 OTM |
永豐GB |
美隆電 |
2007/10/5 |
0.826 |
71.06% |
58.65 |
20,000 |
6M |
0.20 |
50 OTM |
永豐GC |
佰 鴻 |
2007/10/5 |
0.876 |
69.99% |
128.10 |
20,000 |
6M |
0.10 |
50 OTM |
永豐GD |
崇 越 |
2007/10/5 |
1.155 |
60.34% |
114.30 |
20,000 |
6M |
0.20 |
50 OTM |
永豐GE |
康 舒 |
2007/10/5 |
1.165 |
72.02% |
32.25 |
20,000 |
6M |
0.50 |
50 OTM |
永豐GF |
全 國 |
2007/10/5 |
1.325 |
62.23% |
49.12 |
20,000 |
6M |
0.50 |
50 OTM |
大眾19 |
元大金 |
2007/10/5 |
0.800 |
84.00% |
33.60 |
20,000 |
6M |
0.20 |
50 OTM |
亞東B5 |
友 達 |
2007/10/5 |
3.332 |
68.96% |
67.05 |
20,000 |
9M |
0.50 |
50 OTM |
亞東B6 |
國 建 |
2007/10/5 |
1.034 |
68.33% |
26.40 |
20,000 |
9M |
0.50 |
50 OTM |
金鼎97 |
強 茂 |
2007/10/5 |
1.902 |
91.59% |
76.80 |
20,000 |
6M |
0.20 |
50 OTM |
金鼎98 |
聯 陽 |
2007/10/5 |
2.529 |
98.52% |
192.00 |
20,000 |
6M |
0.10 |
50 OTM |
金鼎99 |
泰 銘 |
2007/10/5 |
3.097 |
91.06% |
125.70 |
20,000 |
6M |
0.20 |
50 OTM |
元大AN |
東 鋼 |
2007/10/5 |
2.989 |
53.17% |
78.75 |
20,000 |
7M |
0.50 |
50 OTM |
元大AQ |
精 英 |
2007/10/5 |
3.039 |
67.75% |
31.72 |
20,000 |
7M |
1.00 |
50 OTM |
元大AR |
聯 陽 |
2007/10/5 |
2.691 |
89.64% |
192.00 |
20,000 |
7M |
0.10 |
50 OTM |
元大AS |
欣 興 |
2007/10/5 |
3.189 |
53.13% |
96.30 |
20,000 |
7M |
0.50 |
50 OTM |
元大AP |
東 鋼 |
2007/10/5 |
1.176 |
53.17% |
26.25 |
20,000 |
7M |
0.50 |
50.0 ITM |
中信GD |
台 泥 |
2007/10/5 |
1.890 |
83.08% |
74.47 |
20,000 |
6M |
0.20 |
50 OTM |
台証PW |
威 剛 |
2007/10/5 |
2.865 |
80.82% |
123.75 |
8,000 |
6M |
0.20 |
50 OTM |
台証PX |
類比科 |
2007/10/5 |
3.462 |
89.42% |
262.50 |
8,000 |
6M |
0.10 |
50 OTM |
台証PY |
太 欣 |
2007/10/5 |
2.069 |
88.88% |
79.05 |
12,000 |
6M |
0.20 |
50 OTM |
台証PZ |
群 聯 |
2007/10/5 |
6.766 |
82.72% |
567.00 |
6,000 |
6M |
0.10 |
50 OTM |
中信GE |
台 泥 |
2007/10/5 |
1.492 |
84.60% |
24.83 |
20,000 |
6M |
0.20 |
50.0 ITM |
永豐GG |
大 成 |
2007/10/8 |
1.125 |
75.07% |
72.00 |
20,000 |
6M |
0.20 |
50 OTM |
永豐GH |
華 城 |
2007/10/8 |
1.305 |
76.01% |
81.60 |
20,000 |
6M |
0.20 |
50 OTM |
永豐GI |
燿 華 |
2007/10/8 |
1.454 |
64.10% |
50.70 |
20,000 |
6M |
0.50 |
50 OTM |
永豐GJ |
友 達 |
2007/10/8 |
1.892 |
57.02% |
84.75 |
20,000 |
6M |
0.50 |
50 OTM |
永豐GK |
榮 運 |
2007/10/8 |
1.464 |
66.07% |
48.00 |
20,000 |
6M |
0.50 |
50 OTM |
永豐GL |
正 文 |
2007/10/8 |
1.115 |
61.03% |
107.70 |
20,000 |
6M |
0.20 |
50 OTM |
統一AA |
神 達 |
2007/10/8 |
0.328 |
40.00% |
61.95 |
20,000 |
7M |
0.10 |
50 OTM |
統一AB |
鴻 海 |
2007/10/8 |
0.308 |
55.00% |
375.00 |
20,000 |
7M |
0.01 |
50 OTM |
中信GF |
陽 明 |
2007/10/8 |
1.044 |
84.03% |
34.00 |
20,000 |
6M |
0.20 |
20.1 OTM |
群益V9 |
威力盟 |
2007/10/8 |
0.975 |
66.10% |
107.40 |
20,000 |
6M |
0.10 |
50 OTM |
將市場上的權證以發行波動率減去隱含波動率作排序,然後扣除深度價內外、接近到期日、隱含波動率不合理及流動性過低者,可以在隱含波動率相對偏低時介入。部分標的股表現強勢的權證似乎價格反映的較為緩慢,造成隱含波動率偏低,若在合理的範圍內,若現股持續上漲,相關權證是不錯的投資標的。
而大盤近期走勢相對不穩定,而無論是個股或是權證操作上必須以挑選俱防禦性質的標的為主,如部份的傳產以及中概族群拉回皆可以留意。而之前熱門的電子股如IC設計族群等,若營收不如預期之下不排除股價仍有下跌空間,操作上需特別留意。而部分電子零組件個股,其營收體質不錯,建議可是作為相關權證介入的留意標的。
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