NO.PZ2024021803000004
问题如下:
What is the value to the seller of a call option when the underlying stock is priced at $30 at expiration and strike price is $25?选项:
A.($5) B.$0.00 C.$10.00解释:
If the price of the underlying is $30 at expiration, the call option is in-the-money by $5 (exercise price $25). Thus, the seller would owe the buyer $5, representing a loss or negative value to the seller. 若到期时标的资产价格为30美元,则看涨期权的内在价值为5美元(行权价格为25美元)。因此,卖方将欠买方5美元,代表卖方的损失或负值strike price即exercise price吗?