问题如下图:
期权空头的保证金计算好像课件里没有啊,怎么计算呢?
NO.PZ2020020601000016问题如下 A U.S. trar sells 500 put options. The option priis US3, the strike priis US31, anthe stopriis US30. Whis the margin requirement? The margin per option in USis max(3 + 0.2 * 30,3 + 0.1 * 31) = 9The totmargin requirement is therefore US4,500. 不用掌握为什么还要出题呢?
NO.PZ2020020601000016 问题如下 A U.S. trar sells 500 put options. The option priis US3, the strike priis US31, anthe stopriis US30. Whis the margin requirement? The margin per option in USis max(3 + 0.2 * 30,3 + 0.1 * 31) = 9The totmargin requirement is therefore US4,500. 老师,这个在讲义和原版书哪部分?公式要背吗?
NO.PZ2020020601000016中的0.1,0.2是什么呢
老师您好,请补充讲解一下保证金的计算规则,谢谢