题目中current price=55有啥用？

NO.PZ2018113001000014 问题如下 A portfolio manager wants to construa bull spreusing call options. exercise priof $50 is price$8 anexercise priof $60 is price$2. Both the calls expire in one month anhave the same unrlying, whiis currently trang $55. the breakeven unrlying priis: A.56 B.60 C.54 A is correct.考点bull sprea析用call构建bull sprea上涨时赚钱），应该买入执行价格较低的call option来赚钱，同时short执行价格较高的call option来cover成本，用公式表达即l[max⁡(0,ST−XL)−CL]−[max⁡(0,ST−XH)−CH]=[max⁡(0,ST−50)−8]−[max⁡(0,ST−60)−2]{l}\lbrack\max(0,S_T-X_L)-C_L\rbrack-\lbrack\max(0,S_T-X_H)-C_H\rbrack\\=\lbrack\max(0,S_T-50)-8\rbrack-\lbrack\max(0,S_T-60)-2\rbrackl[max(0,ST​−XL​)−CL​]−[max(0,ST​−XH​)−CH​]=[max(0,ST​−50)−8]−[max(0,ST​−60)−2]根据图形，当50 ST 60时，有breakeven price此时收益=0.此时（ST-50）-8-（0-2）=0，可求ST=56 /哪种option strategy算breakeven的时候需要用到spot price呢我记得题目里也遇到过

NO.PZ2018113001000014问题如下A portfolio manager wants to construa bull spreusing call options. exercise priof $50 is price$8 anexercise priof $60 is price$2. Both the calls expire in one month anhave the same unrlying, whiis currently trang $55. the breakeven unrlying priis: A.56 B.60 C.54 A is correct.考点bull sprea析用call构建bull sprea上涨时赚钱），应该买入执行价格较低的call option来赚钱，同时short执行价格较高的call option来cover成本，用公式表达即l[max⁡(0,ST−XL)−CL]−[max⁡(0,ST−XH)−CH]=[max⁡(0,ST−50)−8]−[max⁡(0,ST−60)−2]{l}\lbrack\max(0,S_T-X_L)-C_L\rbrack-\lbrack\max(0,S_T-X_H)-C_H\rbrack\\=\lbrack\max(0,S_T-50)-8\rbrack-\lbrack\max(0,S_T-60)-2\rbrackl[max(0,ST​−XL​)−CL​]−[max(0,ST​−XH​)−CH​]=[max(0,ST​−50)−8]−[max(0,ST​−60)−2]根据图形，当50 ST 60时，有breakeven price此时收益=0.此时（ST-50）-8-（0-2）=0，可求ST=56为什么再计算profit 的时候不包括unrlying的价格变化啊？之有call的部分covereall 和protectiveput 就包括？