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Olivia.W🌸 · 2024年04月21日

c怎么理解

NO.PZ2023040401000082

问题如下:

The value of a European call option is inversely related to the:

选项:

A.

exercise price.

B.

time to expiration.

C.volatility of the underlying.

解释:

A is correct. The value of a European call option is inversely related to the exercise price. A lower exercise price means there are more potential outcomes at which the call expires in-the-money. The option value will be greater the lower the exercise price. For a higher exercise price, the opposite is true. Both the time to expiration and the volatility of the underlying are directly (positively) related to the value of a European call option.

c怎么理解………..在公式有对应字母吗

1 个答案

pzqa35 · 2024年04月23日

嗨,努力学习的PZer你好:


C是说标的资产波动率的上升,因为期权本身就是因为担心未来标的资产价值的不确定性才购买的一种权利,因此波动性越大,这个期权本身就会更有价值。这个在我们影响期权价值的因素中有明确的说明哈:

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努力的时光都是限量版,加油!

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