NO.PZ2016031202000026
问题如下:
Put option will be exercised at expiration :
选项:
A.
when stock price is above the strike price.
B.
when stock price is below the strike price plus the premium.
C.
when stock price is below the strike price.
解释:
C is correct. Only when stock price is below the strike price, the investor would exercise the put option.
中文解析:
判断期权是否值的行权,比较行权价和现货价。对于看跌期权,当现货价格小于执行价格时,行权,C对。
判断行权是否可以使得profit大于0时,才需要考虑期权费,考虑break even point。
即哪怕行权后的 profit 小于 0,也可以弥补权利金的损失?