NO.PZ2020021203000052
问题如下:
Suppose a European call option to buy a share for USD 50 in nine months costs USD 6. Under what circumstances will the holder of the option make a profit? Under what circumstances will the option be exercised?
选项:
解释:
The option will be exercised if the share price on the expiration date is greater than USD 50. The holder of the option will make a profit if the share price at expiry is greater than USD 56 and present value discounting is ignored.
请教一下为啥是价格到50就行权?这时候payoff不是还是亏钱的吗?