问题如下图:
这道题开头写个At the-money european的意义在哪,纯属为了迷惑,加上这句话我题都没看懂,晕的很
选项:
A.
B.
C.
解释:
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely:A.less thzeroB.equto zeroC.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0,由于期权的价值等于内在价值+时间价值,内在价值为0,而期权还有1个月到期,意味着时间价值大于0,所以期权价值就是大于0的 到期前为t时刻,IV是行权价折现值?如果此时资产现价ATM,现价应等于执行价还是执行价折现?
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely:A.less thzeroB.equto zeroC.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0,由于期权的价值等于内在价值+时间价值,内在价值为0,而期权还有1个月到期,意味着时间价值大于0,所以期权价值就是大于0的 rt……………………………………
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely:A.less thzeroB.equto zeroC.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0,由于期权的价值等于内在价值+时间价值,内在价值为0,而期权还有1个月到期,意味着时间价值大于0,所以期权价值就是大于0的 请问这是什么知识点?是什么时候讲的?一点印象都没有是不是题目放错位置了?
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely: A.less thzero B.equto zero C.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0,由于期权的价值等于内在价值+时间价值,内在价值为0,而期权还有1个月到期,意味着时间价值大于0,所以期权价值就是大于0的 这里,time value 可以看成 option price?time value 是不是必须大于0?
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely:A.less thzeroB.equto zeroC.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0,由于期权的价值等于内在价值+时间价值,内在价值为0,而期权还有1个月到期,意味着时间价值大于0,所以期权价值就是大于0的 这个看涨期权现在是无盈利的 一个月后不考虑unrlying价格变动不应该有期权的时间磨损吗 hol涨和时间的磨损不应该小于现在的价格吗