NO.PZ2016031201000043
问题如下:
Prior to expiration, the lowest value of a European put option is the greater of zero or the:
选项:
A.exercise price minus the value of the underlying.
B.present value of the exercise price minus the value of the underlying.
C.value of the underlying minus the present value of the exercise price.
解释:
B is correct.
Prior to expiration, the lowest value of a European put is the greater of zero or the present value of the exercise price minus the value of the underlying.
中文解析:
在到期前,欧式看跌期权的最低价值是:0和行权价格的现值减去标的价值之间的较大者。
相当于不用考虑时间价值,这样理解对么