问题如下图:
选项:
A.
B.
C.
解释:
老师你好!
这个题不是很理解,european put option我理解是在exercise price 比 标的物价格低,才行权,此时这个option才有效,不明白为什么选C 一定在exercise price is greater than the underlying price的时候,谢谢!
NO.PZ2016031201000035 问题如下 expiration, a Europeput option will valuable if the exercise priis: A.less ththe unrlying price. B.equto the unrlying price. C.greater ththe unrlying price. C is correct.A Europeput option will valuable expiration if the exercise priis greater ththe unrlying price. The holr cput (liver) the unrlying anreceive the exercise priwhiis higher ththe spot price. A Europeput option woulworthless if the exercise priwequto or less ththe unrlying price. 中文解析当执行价格大于标的价格,欧式看跌期权到期日将具有价值。持有者可以卖出(交割)标的,并获得高于现货价格的行权价格。选C。如果执行价格等于或低于标的价格,欧洲看跌期权将毫无价值。 当执行价格大于标的价格,欧式看跌期权到期日将具有价值。持有者可以卖出(交割)标的,并获得高于现货价格的行权价格。选C。如果执行价格等于或低于标的价格,欧洲看跌期权将毫无价值。
equto the unrlying price. greater ththe unrlying price. C is correct. A Europeput option will valuable expiration if the exercise priis greater ththe unrlying price. The holr cput (liver) the unrlying anreceive the exercise priwhiis higher ththe spot price. A Europeput option woulworthless if the exercise priwequto or less ththe unrlying price. 老师你好!这个题转不过来弯,put option, 应该是在价格下跌时候才会行权,所以应该是交易价格低于标的物价格,才有意义,否则不行权。这么理解对吗?