合约明细 - H10015

生成时间: 2026-05-30 08:53

合约编号

H10015

股票代码

601212

名义本金

¥1,000,000

开仓价格

4.9000

行权价格

4.9000

执行价格

6.4600

Structure

100.0

Base Delta

0.5385

开仓日期

2025-11-28

行权日期

2025-12-29

行权方式

limit

交易次数

📊 回测 vs 实盘对比

回测对冲盈亏

¥212,259.69

实盘对冲盈亏

¥252,557.64

对冲差异

¥-40,297.95

回测客户权益

¥318,367.35

实盘行权权益

¥318,367.35

CE差异

¥-0.00

回测合约盈亏

¥-43,507.65

实盘合约盈亏

¥-3,209.71

合约盈亏差异

¥-40,297.94

📋 实盘汇总数据

物理资产	海通272
股票名称	白银有色
期权费	¥62,600.00
对冲盈亏	¥252,557.64
行权权益	¥318,367.35
合约盈亏	¥-3,209.71
期权费率	6.26
开仓价格	4.9
行权价格	6.46

📦 开仓汇总 (open_summary)

number	H10015
name	601212
time	2025/11/28 14:39
volume	108500
open_mode	限价
open_note	4.9
open_time	2025/11/28 14:39
amount	531650.0
open_price	4.9

📈 Delta开仓数据

number	name	structure	price	delta	volatility	rate	end	days	notional	volume
H10015	601212	100	4.9100	0.5330	0.5156	0.0152	2025/12/29	21	1,000,000	108,500

📊 近19日收盘价

[-1] 4.7400[-2] 4.7500[-3] 4.7600[-4] 4.6100[-5] 4.6000[-6] 4.9300[-7] 5.0100[-8] 4.8900[-9] 5.1800[-10] 5.3500[-11] 5.5000[-12] 5.2700[-13] 5.3600[-14] 5.2800[-15] 5.0400[-16] 5.0600[-17] 5.0200[-18] 5.0100[-19] 5.2100

🔄 对冲交易记录 (18条)

日期	时间	方向	数量	价格	金额	手续费	持仓后	Delta	Volatility
2025-12-01	14:31-14:40	buy	142,100	5.2800	750,288.00	235.67	142,100	0.6967	0.6433
2025-12-02	14:31-14:40	sell	8,600	5.1470	44,264.20	36.04	133,500	0.6545	0.5893
2025-12-03	14:31-14:40	buy	1,900	5.1770	9,836.30	3.09	135,400	0.6639	0.5971
2025-12-05	14:31-14:40	sell	800	5.1400	4,112.00	3.35	134,600	0.6596	0.5893
2025-12-08	14:31-14:40	buy	2,100	5.1690	10,854.90	3.41	136,700	0.6703	0.5932
2025-12-10	14:31-14:40	buy	2,900	5.1860	15,039.40	4.72	139,600	0.6842	0.6011
2025-12-11	14:31-14:40	sell	9,200	5.0770	46,708.40	38.03	130,400	0.6394	0.5637
2025-12-12	14:31-14:40	buy	5,800	5.1270	29,736.60	9.34	136,200	0.6678	0.5817
2025-12-15	14:31-14:40	sell	2,200	5.0760	11,167.20	9.09	134,000	0.6566	0.5672
2025-12-17	14:31-14:40	buy	12,900	5.1730	66,731.70	20.96	146,900	0.7202	0.6051
2025-12-18	14:31-14:40	buy	2,500	5.2110	13,027.50	4.09	149,400	0.7321	0.6092
2025-12-19	14:31-14:40	buy	600	5.1870	3,112.20	0.98	150,000	0.7351	0.6051
2025-12-22	14:31-14:40	buy	35,900	5.7000	204,630.00	64.27	185,900	0.9110	0.8493
2025-12-23	14:31-14:40	buy	2,000	5.6570	11,314.00	3.55	187,900	0.9212	0.8285
2025-12-24	14:31-14:40	buy	6,400	5.8470	37,420.80	11.75	194,300	0.9523	0.9121
2025-12-26	14:31-14:40	buy	6,600	5.8810	38,814.60	12.19	200,900	0.9849	0.9384
2025-12-29	14:31-14:40	buy	3,100	6.2860	19,486.60	6.12	204,000	1.0000	1.1600
2025-12-29	exercise	sell	204,000	6.4600	1,317,840.00	1,072.85	0	0.0000	0.0000

📈 1分钟K线数据 (5543条, 14:30附近)

时间	开盘	收盘	均价
2025-11-28 09:30	4.7900	4.7900	4.7900
2025-11-28 09:31	4.8000	4.7700	4.7990
2025-11-28 09:32	4.7700	4.8100	4.7984
2025-11-28 09:33	4.8000	4.7800	4.7816
2025-11-28 09:34	4.7700	4.7800	4.7766
2025-11-28 09:35	4.7800	4.7800	4.7884
2025-11-28 09:36	4.7900	4.7900	4.7812
2025-11-28 09:37	4.7900	4.7800	4.7834
2025-11-28 09:38	4.7700	4.7500	4.7615
2025-11-28 09:39	4.7600	4.7700	4.7678
2025-11-28 09:40	4.7700	4.7700	4.7735
2025-11-28 09:41	4.7700	4.7700	4.7715
2025-11-28 09:42	4.7700	4.7700	4.7706
2025-11-28 09:43	4.7700	4.7800	4.7754
2025-11-28 09:44	4.7700	4.7600	4.7624
2025-11-28 09:45	4.7500	4.7500	4.7518
2025-11-28 09:46	4.7500	4.7300	4.7381
2025-11-28 09:47	4.7400	4.7300	4.7297
2025-11-28 09:48	4.7300	4.7500	4.7415
2025-11-28 09:49	4.7600	4.7700	4.7632
... 共5543条 ...

📊 前19日15:00收盘价

日期	收盘
2025-11-27 15:00	4.7400
2025-11-26 15:00	4.7500
2025-11-25 15:00	4.7600
2025-11-24 15:00	4.6100
2025-11-21 15:00	4.6000
2025-11-20 15:00	4.9300
2025-11-19 15:00	5.0100
2025-11-18 15:00	4.8900
2025-11-17 15:00	5.1800
2025-11-14 15:00	5.3500
2025-11-13 15:00	5.5000
2025-11-12 15:00	5.2700
2025-11-11 15:00	5.3600
2025-11-10 15:00	5.2800
2025-11-07 15:00	5.0400
2025-11-06 15:00	5.0600
2025-11-05 15:00	5.0200
2025-11-04 15:00	5.0100
2025-11-03 15:00	5.2100