NO.PZ2018062007000044
问题如下:
Which of the following situation will decrease an European call option, if there is an increase in:
选项:
A.carrying cost .
B.Volatility
C.strike price
解释:
C is correct.
The value of European call option is positively related with volatility and carry cost.
The value of European call option is negatively related with strike price.
中文解析:
欧式看涨期权与执行价格之间是负相关,随着执行价格的上升,欧式看涨期权的价值会下降,因此只有C对。
这里能不能解释一下,我感觉算forward那里得carrying cost和这里有点学混了,谢谢老师