NO.PZ2023091802000151
问题如下:
If risk is defined as a potential for unexpected loss, which factors contribute to the risk of a short call option position?
选项:
A.Delta, Vega, Rho
B.Vega, Rho
C.Delta, Vega, Gamma, Rho
D.Delta, Vega, Gamma, Theta, Rho
解释:
For a short call, Delta Vega, Gamma, and Rho contribute to the risk
of the position. Theta is not a risk factor.
请问能讲解一下为什么theta不影响吗