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ditto · 2023年11月09日

profit为什么是0

NO.PZ2021061002000062

问题如下:

A six-month call option on the QWR stock is trading at a premium of £5. The exercise price (X) of the call option is £50. Which of the following represents the payoff and profit of this call option if the QWR stock is trading at £55?

选项:

A.

Payoff is £5; profit is0.

B.

Payoff is £5; profit is -£5.

C.

Payoff is 0; profit is £5.

解释:

中文解析:

1. Long callpayoffmax(0, ST – X)

根据题意可知,执行价格X等于50.现在ST=55.按照上述payoff的计算式子可知,payoff=5.

2. Long callprofitmax(0, ST – X) – c0

根据题意可知,执行价格X等于55.现在ST=50,期权费为5.按照上述profit的计算式子可知,profit=0.

如题,没有行权要交期权费是亏了吧。

1 个答案
已采纳答案

李坏_品职助教 · 2023年11月09日

嗨,努力学习的PZer你好:


The exercise price (X) of the call option is £50,行权价格是50.

he QWR stock is trading at £55,股票价格现在是55.


这是一个看涨期权,所以payoff = 55-50 = 5.

profit = 55-50-5 = 0


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