立法院5月可望修改所得稅法有關權證的部份,藉時不合理的稅賦制度修正後,權證的發行可望再度活絡。而近期有部分券商似乎對於稅法的通過信心滿滿,加上目前指數位在相對高點,皆採取搶先發行權證的態度。
目前新發行尚未掛牌權證為下列數檔:
名稱 |
標的股 |
發行 |
發行 |
發行 |
原始 |
發行數量(仟) |
存續 |
執行 |
價內外 |
看盤 |
日期 |
價格 |
波動率 |
履約價 |
期間 |
比例 |
程度% |
元富R2 |
瑞 儀 |
2007/4/18 |
0.587 |
48.44% |
81.30 |
10,000 |
8M |
0.10 |
50 OTM |
元富R3 |
茂 達 |
2007/4/18 |
0.657 |
68.21% |
75.75 |
10,000 |
7M |
0.10 |
50 OTM |
統一B9 |
茂 矽 |
2007/4/19 |
0.620 |
60.00% |
66.60 |
30,000 |
6M |
0.10 |
50 OTM |
群益M2 |
華 碩 |
2007/4/20 |
0.308 |
30.59% |
116.1 |
20,000 |
6M |
0.10 |
50 OTM |
群益M3 |
欣 興 |
2007/4/20 |
0.596 |
40.14% |
69.08 |
20,000 |
6M |
0.20 |
50 OTM |
群益M4 |
奇美電 |
2007/4/20 |
0.238 |
31.75% |
53.48 |
30,000 |
6M |
0.10 |
50 OTM |
群益M5 |
福 懋 |
2007/4/20 |
0.268 |
32.32% |
45.53 |
20,000 |
6M |
0.20 |
50 OTM |
新壽41 |
正 崴 |
2007/4/20 |
0.450 |
40.70% |
141.0 |
25,000 |
7M |
0.10 |
50 OTM |
元京DV |
亞 泥 |
2007/4/20 |
1.366 |
49.60% |
52.57 |
20,000 |
6M |
0.50 |
50 OTM |
元京DW |
日月光 |
2007/4/20 |
2.821 |
46.20% |
61.50 |
20,000 |
6M |
1.00 |
50 OTM |
元京DX |
京元電 |
2007/4/20 |
2.103 |
50.42% |
39.45 |
20,000 |
6M |
1.00 |
50 OTM |
元京DY |
大聯大 |
2007/4/20 |
1.346 |
70.19% |
29.85 |
20,000 |
6M |
0.50 |
50 OTM |
統一Q5 |
東 貿 |
2007/4/20 |
1.047 |
70.00% |
94.50 |
10,000 |
6M |
0.10 |
50 OTM |
統一Q6 |
力 晶 |
2007/4/20 |
0.314 |
38.00% |
30.15 |
20,000 |
6M |
0.20 |
50 OTM |
元富R4 |
威 剛 |
2007/4/20 |
1.144 |
59.98% |
186.75 |
10,000 |
6M |
0.10 |
50 OTM |
元富R5 |
中美晶 |
2007/4/20 |
2.110 |
72.14% |
228.75 |
6,000 |
6M |
0.10 |
50 OTM |
大華S7 |
力 晶 |
2007/4/20 |
0.500 |
28.00% |
30.15 |
20,000 |
6M |
0.50 |
50 OTM |
大華S8 |
瑞 傳 |
2007/4/20 |
0.380 |
31.60% |
124.8 |
15,000 |
6M |
0.10 |
50 OTM |
群益M6 |
正 崴 |
2007/4/23 |
0.735 |
39.30% |
141.6 |
20,000 |
6M |
0.10 |
50 OTM |
永豐E3 |
嘉 泥 |
2007/4/23 |
0.219 |
47.63% |
31.95 |
20,000 |
6M |
0.20 |
50 OTM |
永豐E4 |
聯 成 |
2007/4/23 |
0.199 |
49.13% |
27.07 |
20,000 |
6M |
0.20 |
50 OTM |
永豐E5 |
士 電 |
2007/4/23 |
0.199 |
50.97% |
49.95 |
20,000 |
6M |
0.10 |
50 OTM |
永豐E6 |
東 元 |
2007/4/23 |
0.199 |
49.86% |
26.25 |
20,000 |
6M |
0.20 |
50 OTM |
永豐E7 |
東 聯 |
2007/4/23 |
0.238 |
48.36% |
39.37 |
20,000 |
6M |
0.20 |
50 OTM |
永豐E8 |
燁 輝 |
2007/4/23 |
0.209 |
50.16% |
22.95 |
20,000 |
7M |
0.20 |
50 OTM |
中信BI |
台新金 |
2007/4/23 |
0.169 |
41.18% |
24.67 |
40,000 |
8M |
0.10 |
50 OTM |
中信BJ |
國 巨 |
2007/4/23 |
0.994 |
40.42% |
20.62 |
20,000 |
6M |
1.00 |
50 OTM |
兆豐45 |
毅 嘉 |
2007/4/23 |
0.354 |
60.00% |
50.48 |
20,000 |
6M |
0.10 |
50 OTM |
兆豐46 |
大聯大 |
2007/4/23 |
0.384 |
56.00% |
30.30 |
20,000 |
6M |
0.20 |
50 OTM |
兆豐P9 |
鈺 創 |
2007/4/23 |
0.474 |
60.00% |
58.80 |
25,000 |
6M |
0.10 |
50 OTM |
大華G7 |
佳 能 |
2007/4/23 |
0.500 |
61.00% |
57.90 |
20,000 |
6M |
0.10 |
50 OTM |
大華G8 |
群 創 |
2007/4/23 |
0.500 |
28.50% |
145.5 |
20,000 |
6M |
0.10 |
50 OTM |
大展31 |
興富發 |
2007/4/23 |
0.366 |
49.00% |
70.80 |
20,000 |
6M |
0.10 |
50 OTM |
永豐E9 |
南 港 |
2007/4/24 |
0.348 |
53.46% |
90.30 |
20,000 |
6M |
0.10 |
50 OTM |
永豐F1 |
友 訊 |
2007/4/24 |
0.288 |
49.95% |
87.90 |
20,000 |
6M |
0.10 |
50 OTM |
永豐F2 |
超 豐 |
2007/4/24 |
0.199 |
45.00% |
79.35 |
20,000 |
6M |
0.10 |
50 OTM |
永豐F3 |
聯發科 |
2007/4/24 |
0.219 |
48.33% |
600.0 |
20,000 |
7M |
0.01 |
50 OTM |
永豐F4 |
瑞 軒 |
2007/4/24 |
0.219 |
54.42% |
45.90 |
20,000 |
7M |
0.10 |
50 OTM |
永豐F5 |
華 冠 |
2007/4/24 |
0.249 |
58.00% |
53.70 |
20,000 |
6M |
0.10 |
50 OTM |
元京DZ |
鴻 準 |
2007/4/24 |
4.206 |
64.96% |
522.75 |
20,000 |
6M |
0.10 |
50 OTM |
元京EA |
合 勤 |
2007/4/24 |
2.452 |
57.53% |
73.87 |
20,000 |
6M |
0.50 |
50 OTM |
元京EB |
思 源 |
2007/4/24 |
1.296 |
62.51% |
85.50 |
20,000 |
6M |
0.20 |
50 OTM |
元京EC |
景 碩 |
2007/4/24 |
2.792 |
53.64% |
189.0 |
20,000 |
6M |
0.20 |
50 OTM |
信證R4 |
智 冠 |
2007/4/24 |
0.906 |
75.75% |
112.8 |
20,000 |
6M |
0.10 |
50 OTM |
新壽P8 |
茂 迪 |
2007/4/24 |
0.400 |
54.00% |
480.0 |
10,000 |
7M |
0.01 |
20 OTM |
復華Q3 |
華 宏 |
2007/4/24 |
1.317 |
50.00% |
234.0 |
5,000 |
6M |
0.10 |
50 OTM |
復華Q4 |
中光電 |
2007/4/24 |
1.066 |
38.00% |
78.00 |
5,000 |
6M |
0.5 |
50 OTM |
中信BK |
華 新 |
2007/4/25 |
0.487 |
40.42% |
27.37 |
20,000 |
6M |
0.5 |
50 OTM |
日盛78 |
宏達電 |
2007/4/25 |
0.795 |
55.50% |
735.75 |
35,000 |
9M |
0.01 |
50 OTM |
台証S7 |
伍 豐 |
2007/4/25 |
1.073 |
84.69% |
840.0 |
12,000 |
6M |
0.01 |
50 OTM |
元富R6 |
中光電 |
2007/4/25 |
0.527 |
48.55% |
80.70 |
12,000 |
7M |
0.10 |
50 OTM |
元富R7 |
合 晶 |
2007/4/25 |
1.652 |
80.27% |
159.0 |
7,000 |
6M |
0.10 |
50 OTM |
寶來Q6 |
中光電 |
2007/4/25 |
0.548 |
55.90% |
80.70 |
20,000 |
6M |
0.10 |
50 OTM |
寶來Q7 |
茂 德 |
2007/4/25 |
0.248 |
63.58% |
19.65 |
30,000 |
7M |
0.10 |
50 OTM |
元大V6 |
泰 林 |
2007/4/25 |
1.366 |
52.64% |
40.87 |
20,000 |
6M |
0.50 |
50 OTM |
元大V7 |
智 冠 |
2007/4/25 |
2.591 |
83.40% |
112.8 |
20,000 |
6M |
0.20 |
50 OTM |
元大V8 |
元 太 |
2007/4/25 |
1.366 |
68.75% |
32.85 |
20,000 |
6M |
0.50 |
50 OTM |
元大V9 |
富 鼎 |
2007/4/25 |
1.356 |
70.35% |
75.00 |
20,000 |
6M |
0.20 |
50 OTM |
大華S9 |
中光電 |
2007/4/25 |
0.280 |
28.80% |
80.70 |
20,000 |
6M |
0.10 |
50 OTM |
大華T1 |
富 鼎 |
2007/4/25 |
0.300 |
45.70% |
75.00 |
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。而目前面板、IC設計等個股較為強勢,投資人可選擇相關標的的權證則優進場操作。
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