review35 wrote:
謝謝punlin大的(恕刪)
如果高盛週五收盤3.78來說,X2=7.56
如果週一紐約維持41.5附近,那正2淨值應該就是7.56附近
punlin500 wrote:他是用紐約輕原油去推算我也算了一下,跟您的講法比較符合
但是這檔是追蹤高盛原油指數
要用高盛去做計算
如果他要用紐約來算也可以
45對應8.93好了
原油每跌5%對應正2跌10%
那也是21.9美元才會碰到正2兩元
而不是他計算的價格
Days | 00672L跌幅 | 00672L淨值 | 00642U淨值 | 原油跌幅 | WTIUSD |
0 | 8.98 | 13.18 | -9.71% | ||
1 | -19.42% | 7.24 | 11.90 | -5% | 41.51 |
2 | -10% | 6.51 | 11.31 | -5% | 39.43 |
3 | -10% | 5.86 | 10.74 | -5% | 37.46 |
4 | -10% | 5.28 | 10.20 | -5% | 35.59 |
5 | -10% | 4.75 | 9.69 | -5% | 33.81 |
6 | -10% | 4.27 | 9.21 | -5% | 32.12 |
7 | -10% | 3.85 | 8.75 | -5% | 30.51 |
8 | -10% | 3.46 | 8.31 | -5% | 28.99 |
9 | -10% | 3.11 | 7.89 | -5% | 27.54 |
10 | -10% | 2.80 | 7.50 | -5% | 26.16 |
11 | -10% | 2.52 | 7.13 | -5% | 24.85 |
12 | -10% | 2.27 | 6.77 | -5% | 23.61 |
13 | -10% | 2.04 | 6.43 | -5% | 22.43 |
14 | -10% | 1.84 | 6.11 | -5% | 21.31 |
15 | -10% | 1.66 | 5.80 | -5% | 20.24 |
16 | -10% | 1.49 | 5.51 | -5% | 19.23 |
17 | -10% | 1.34 | 5.24 | -5% | 18.27 |
18 | 4.98 | -5% | 17.36 | ||
19 | 4.73 | -5% | 16.49 | ||
20 | 4.49 | -5% | 15.66 |
gklin1 wrote:
我也算了一下,跟您的(恕刪)