Strategy 6: Implementing a bear spread in QWY using the April €25.00 and April €31.00 strike options
他题干只说用bear spread 没有说是call 还是put
答案是用put bear算的,那我是用call做bear spread, long XH short XL,算出来 breakeven =– (ST-XL) +3.96 – 0.32 =0
ST =28.64
和正确选项也比较接近
想请问应该是怎么决定用call 还是put 呢?记得课上老师说是都可以的。
谢谢!