Call Option 首先单独考虑Call option本身,在到期时刻T,期权的价值(Value)为,Max(ST−X,0),X为行权价格,ST为到期时刻T的股票价格。当ST>X的时候,Call option为实值期权(in the money),其价值为ST−X;当ST≤X时,期权为平值期权或虚值期权(at or out of the money),其价值为零。所以Max函数就可以用...
A European call option is out of the money when the value of the underlying is less than the exercise price of the option.【释义】对于欧式看涨期权,实值状态是标的资产的市场价格高于行权价格。反馈 收藏
题目 A call option that is in the money: A. has an exercise price greater than the market price of the asset. B. has an exercise price less than the market price of the asset. C. has a value greater than its purchase price. 相关知识点: 试题来源: 解析 B 略 反馈 收藏 ...
【高频考点】Put-Call Parity Put-Call Parity是基于两种资产组合:fiduciary call和protective put。 Fiduciary call由一个call option加一个bond组成,call的执行价格是X,bond是pure-discount, risklessbond,在到期时兑付本金X。在call optionout of the money时,Fiduciary call的收益是X,在call option inthe money时,...
What is a Put Option? In-The-Money In The Money Put Deep in the Money Out-Of-The-Money Definition of "In The Money Call Option": A call option is said to be an in the money call when the current market price of the stock is above the strike price of the call option. It is ...
Definition of In the Money The Money, which is also generally known as ITM, is defined as the “moneyness” state of an option, i.e., when compared to the price at which the option can be bought or sold, i.e., its strike price and precisely the term in the Money means the situat...
A.if future spot rate is larger than the exercise price, the call option is in-the-money ( ITM )for the seller.B.if future spot rate is lower than the exercise price, the call option is in-the-money ( ITM )for the buyer.
What is a Call Option? What is a Put Option? In-The-Money Deep in the Money Out-Of-The-Money Definition of "In the Money Call": A call option is said to be in the money when the current market price of the stock is above the strike price of the call. It is "in the money"...
答案解析: A call option is in the money when the exercise price is less than the market price of the asset. 统计:共计48人答过,平均正确率77.08% 问题:进入高顿部落发帖帮助相似题型热门网课更多>> 论坛精华更多>> 题库APP下载更多>> 关注我们 微信号:gaoduntiku 登录手机注册 合作账户登录: ...
Options can also beat the money(ATM) andout of the money(OTM). Key Takeaways A call option is in the money (ITM) if the market price is above the strike price. A put option is in the money if the market price is below the strike price. ...