问题如下:
Determine the value at expiration and the profit for a seller if the price of the underling at expiration is $49.
选项:
A. $4
B. $0
C. –$1
解释:
A is correct.
–CT = –Max(0,ST – X) = –Max(0,49 – 50) = 0 Π = –CT + C0 = –0 + 4 = 4 49
不明白buyer和seller计算的区别