问一道题：NO.PZ2016082402000027 [ FRM I ]-有问必答-品职教育专注CFA ESG FRM CPA 考研等财经培训课程

NO.PZ2016082402000027问题如下 A one-yeEuropeput option on a non-vinpaying stowith strike EUR 25 currently tras EUR 3.19. The current stopriis EUR 23 anits annuvolatility is 30%. The annurisk-free interest rate is 5%. Whis the priof a Europecall option on the same stowith the same parameters those of this put option? Assume continuous compounng. EUR 1.19 EUR 3.97 EUR 2.41 Cannot terminewith the ta provi ANSWER: Cput-call parity, c=p+Se−r∗T−Ke−rT=3.19+23−25e−0.05×1=3.19−0.78=2.409\;\;c=p+Se^{-r\ast T}-Ke^{-rT}=3.19+23-25e^{-0.05\times1}=3.19-0.78=2.409c=p+Se−r∗T−Ke−rT=3.19+23−25e−0.05×1=3.19−0.78=2.409. Note ththe volatility information is not useful.同学你好，第一句话你可以分开来看有一个执行价格是25的put option，这个option现在市面上价值是3.19元。以上是品智老师的讲解，但根据答案25是K值呀，3.19是put option的值吗？麻烦将题干中数据与 PS值对应，这个话明显看不出来K值是25?这题里没说呀，3.19是看跌期权哪句话看出来来的呀，请对应翻译，

2023-03-08 16:48 1 · 回答

NO.PZ2016082402000027问题如下 A one-yeEuropeput option on a non-vinpaying stowith strike EUR 25 currently tras EUR 3.19. The current stopriis EUR 23 anits annuvolatility is 30%. The annurisk-free interest rate is 5%. Whis the priof a Europecall option on the same stowith the same parameters those of this put option? Assume continuous compounng. EUR 1.19 EUR 3.97 EUR 2.41 Cannot terminewith the ta provi ANSWER: Cput-call parity, c=p+Se−r∗T−Ke−rT=3.19+23−25e−0.05×1=3.19−0.78=2.409\;\;c=p+Se^{-r\ast T}-Ke^{-rT}=3.19+23-25e^{-0.05\times1}=3.19-0.78=2.409c=p+Se−r∗T−Ke−rT=3.19+23−25e−0.05×1=3.19−0.78=2.409. Note ththe volatility information is not useful.同学你好，第一句话你可以分开来看有一个执行价格是25的put option，这个option现在市面上价值是3.19元。以上是品智老师的讲解，但根据答案25是K值呀，3.19是put option的值吗？麻烦将题干中数据与 PS值对应

2023-03-08 08:50 1 · 回答

NO.PZ2016082402000027问题如下 A one-yeEuropeput option on a non-vinpaying stowith strike EUR 25 currently tras EUR 3.19. The current stopriis EUR 23 anits annuvolatility is 30%. The annurisk-free interest rate is 5%. Whis the priof a Europecall option on the same stowith the same parameters those of this put option? Assume continuous compounng. EUR 1.19 EUR 3.97 EUR 2.41 Cannot terminewith the ta provi ANSWER: Cput-call parity, c=p+Se−r∗T−Ke−rT=3.19+23−25e−0.05×1=3.19−0.78=2.409\;\;c=p+Se^{-r\ast T}-Ke^{-rT}=3.19+23-25e^{-0.05\times1}=3.19-0.78=2.409c=p+Se−r∗T−Ke−rT=3.19+23−25e−0.05×1=3.19−0.78=2.409. Note ththe volatility information is not useful.为什么第一句话有个卖权执行价格是25，近期交易价格为3.19，所以没太理解第一句话

2023-03-07 16:35 1 · 回答

麻烦画图详解一下吧

2019-08-12 00:30 1 · 回答

问一道题：NO.PZ2016082402000027 [ FRM I ]

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