NO.PZ2018062007000038
问题如下:
If a call option is out-of-the money, the price of the underlying is:
选项:
A.below the exercise price
B.the same as the exercise price
C.above the exercise price
解释:
A is correct.
When the price of underlying is below the exerice price, the call option is OTM.
如果call是OTM的,那么标的资产的价格小于执行价格。
这道题的题目感觉没读懂