eyn · 2024年07月16日
NO.PZ2016031202000017
问题如下：
If the underlying is $20 before expiration, the exercise price is $18, the value of an European put is
选项：
A.equal to exercise price.
B.greater than zero
C.equal to zero
解释：
B is correct. The exercise value is equal to zero, but the value of option is greater than zero because time value exists.
中文解析：
期权价格=time value+ intrinsic value
现在基础资产价格大于执行价格，所以put的intrinsic value=0,但因为还没有到期，所以有time value，因此期权价格>0
没有明白题目的意思和解析，也不知道知识点在哪里？
NO.PZ2016031202000017 问题如下 If the unrlying is $20 before expiration, the exercise priis $18, the value of Europeput is A.equto exercise price. B.greater thzero C.equto zero B is correct. The exercise value is equto zero, but the value of option is greater thzero because time value exists.中文解析期权价格=time value+ intrinsic value现在基础资产价格大于执行价格，所以put的intrinsic value=0,但因为还没有到期，所以有time value，因此期权价格 0 请问老师time value这个知识点在讲义的什么地方。谢谢老师。
NO.PZ2016031202000017 问题如下 If the unrlying is $20 before expiration, the exercise priis $18, the value of Europeput is A.equto exercise price. B.greater thzero C.equto zero B is correct. The exercise value is equto zero, but the value of option is greater thzero because time value exists.中文解析期权价格=time value+ intrinsic value现在基础资产价格大于执行价格，所以put的intrinsic value=0,但因为还没有到期，所以有time value，因此期权价格 0 如题。
NO.PZ2016031202000017 问题如下 If the unrlying is $20 before expiration, the exercise priis $18, the value of Europeput is A.equto exercise price. B.greater thzero C.equto zero B is correct. The exercise value is equto zero, but the value of option is greater thzero because time value exists.中文解析期权价格=time value+ intrinsic value现在基础资产价格大于执行价格，所以put的intrinsic value=0,但因为还没有到期，所以有time value，因此期权价格 0 另外那道题就没有考虑time value
NO.PZ2016031202000017问题如下If the unrlying is $20 before expiration, the exercise priis $18, the value of Europeput is A.equto exercise price.B.greater thzeroC.equto zero B is correct. The exercise value is equto zero, but the value of option is greater thzero because time value exists.中文解析期权价格=time value+ intrinsic value现在基础资产价格大于执行价格，所以put的intrinsic value=0,但因为还没有到期，所以有time value，因此期权价格 0 我知道会有time value 但买看跌期权时 unrlying已经涨超strike price还能指望时间价值把它涨回来？
