NO.PZ2018113001000055
问题如下:
Using the information in Exhibit 1, Erica intends
to construct a covered call strategy, what is the breakeven share price of this
strategy?
Exhibit 1:
Share Price and Option Premiums (share prices and option premiums in $)
选项:
A.
$51.75
B.
$54.99
C.
$56.38
解释:
A is correct.
中文解析:
covered call策略,是由long stock和short call构成的。该策路的盈亏平衡价格是股价减去收到的看涨期权的期权费。
目前的股价为53.37美元,使用的看涨期权的期权费是1.62美元。因此,盈亏平衡的股价=$53.37-$1.62=$51.72。
老师S0翻译为share price,那strike price呢,是用什么来代表呢