NO.PZ2024021803000023
问题如下:
How does a decrease in the strike price of a call option affect its likelihood of expiring in-the-money?选项:
A.Lower B.Unchanged C.Higher解释:
A lower strike price increases the probability that a call option will expire in-the-money as it's more likely to be above the market price of the underlying asset. 降低行权价格会增加看涨期权到期时处于实值状态的概率,因为它更可能高于标的资产的市场价格。expire是终止、到期的意思,但什么叫expire in the money呢?