NO.PZ2018062007000048
问题如下:
The market value of an at-the-money American call option is most likely: (assume the option will expire in one month and the underlying pays no dividends)
选项:
A.less than zero
B.equal to zero
C.greater than zero
解释:
C is correct.
The exercise value of the option is zero because it is an at-the-money option, but the market value is greater than zero due to the positive time value.
中文解析:
ATM的期权其内在价值为零,但距离到期还有一个月,时间价值大于0,因此其市场价值大于零。
内在价值为0是哪句话得出的呢