问题如下图:
选项:
A.
B.
C.
D.
解释:
做这道题时没有头绪,可以麻烦老师逐个分析选项么
NO.PZ2019052801000061 问题如下 If the priof a stois expecteto volatile in the following months, but whether it will increase or crease is uncertain, whiof the following strategy is most beneficifor investors? A.A short position in butterfly sprea B.Create a neutrcalenr sprea C.A long position in butterfly sprea Create a bullish calenr sprea A is correct. 考点sprestrategies解析Short butterfly sprea股价接近Xm时面临少量亏损,在股价大幅波动远离Xm时获得收益,A正确。Long butterfly sprea股价接近Xm时获得收益,在股价大幅波动远离Xm时面临少量亏损,C错误。Calenr sprea期权头寸具有相同的标的物、相同的执行价格,但不同的到期日。与butterfly sprea似,当股票价格接近执行价格,获得收益。 为啥我记得老李讲的是 不管看涨看跌 接近Xm都有最大收益呢, 有点不明白
NO.PZ2019052801000061问题如下If the priof a stois expecteto volatile in the following months, but whether it will increase or crease is uncertain, whiof the following strategy is most beneficifor investors? A.A short position in butterfly sprea B.Create a neutrcalenr sprea C.A long position in butterfly sprea Create a bullish calenr spreaA is correct. 考点sprestrategies解析Short butterfly sprea股价接近Xm时面临少量亏损,在股价大幅波动远离Xm时获得收益,A正确。Long butterfly sprea股价接近Xm时获得收益,在股价大幅波动远离Xm时面临少量亏损,C错误。Calenr sprea期权头寸具有相同的标的物、相同的执行价格,但不同的到期日。与butterfly sprea似,当股票价格接近执行价格,获得收益。long butterfly spreaCL+CH-2CM和PL+PH-2PM,short butterfly sprea2CM-CL-CH和2PM-PL-PH吗?课上只讲了第一种情况,但是没有说清楚头寸
NO.PZ2019052801000061 题目stois expecteto volatile in the following months, 短期内波动大 Bneutrcalenr spreacalenr sprea图形不是和butterfly差不多吗
short butterfly 和 long strale/strangle是在波动性大的时候收益吗?
这个题没有说波动大小 若波动不大 long butterfly有收益 若波动大 short butterfly有收益