NO.PZ2023040401000026
问题如下:
consider a call option selling for $4 in which the exercise price is $50.
Determine the value at expiration and the profit for a seller if the price of the underling at expiration is $49.
选项:
A.$4
$0
–$1
解释:
A is correct. –CT
= –Max(0,ST – X) = –Max(0,49 – 50) = 0
Π = –CT + C0 = –0 + 4 = 4
这个数long call 还是short call