请问b选项和d选项有啥不同?
问题如下图:
选项:
A.
B.
C.
D.
解释:
NO.PZ2019070101000026 问题如下 When the lta of a long call option is 0.2, whiof the following shoultake to effectively the hee? A.Long five shares of the unrlying stocks for ealong call option . B.Short five shares of the unrlying stocks for ealong call option . C.Long the number of shares of the unrlying stocks equto 1/5 the options bought. Short the number of shares of the unrlying stocks equto 1/5 the options bought. is correct.考点lta Hee-Calculation解析为了对冲买入看涨期权的头寸,需要卖出股票资产,卖出的具体数量等于lta × number of options. 所以卖出的数量等于0.2*option number, 因此确。 lta = lta lta S = Ns / Nc最后这个是什么公式推出来的?
NO.PZ2019070101000026 问题如下 When the lta of a long call option is 0.2, whiof the following shoultake to effectively the hee? A.Long five shares of the unrlying stocks for ealong call option . B.Short five shares of the unrlying stocks for ealong call option . C.Long the number of shares of the unrlying stocks equto 1/5 the options bought. Short the number of shares of the unrlying stocks equto 1/5 the options bought. is correct.考点lta Hee-Calculation解析为了对冲买入看涨期权的头寸,需要卖出股票资产,卖出的具体数量等于lta × number of options. 所以卖出的数量等于0.2*option number, 因此确。 这是哪一个知识点?