考点:the character of call option 关键词:out-of-the-money 解题思路:看涨期权是指持权人有权利以约定的价格购入一项资产,即锁定最高成本。只有标的物的市价低了,就没必要行权了,我们可以从市场买入,成本更低 既然看涨期权已经“亏本”,则说明已经不值得行权,而且约定价格超过了标的物的市价 统计:共计40人答过...
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,Fiduciary call的收益是S。 Pro...
对角价差可以很好的弥补时间上的灵活性,比如我看好一只股票,买了一张leap call,假设是一年后到期的期权,我们都知道,即使再牛的股票也会出现回调,一但回调就意味着你当初买的leap call会下跌,这时候我们就需要做出决策了,当你认为股价涨不动的快要下跌的时候,就可以卖出近期的call option ,卖出后这时候会出现两种...
和out of the money相对应的策略就是at the money。也就是strike price的定价就是股票当前的市场价,只要股价略微上升,这个call就会被exercise。这样的好处当然就是更多的premium收入,坏处就是ETF有call option的这一部分被完全限制住,股价没有任何上升的空间。我之后会推荐一些其他的covered call ETF使用at the ...
Out-Of-The-Money Definition of "Out of the money" and "out-of-the-money" A call option is said to be out of the money if the current price of the underlying stock is below the strike price of the option. A put option is said to be out of the money if the current price of th...
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
If the stock is trading below the strike price, the option is “out of the money” and its value will be negligible, based only on the remaining duration of the option and the odds the stock surpasses the strike price in that time frame. Short-term options of less than a year are ...
The option can easily lose the majority of its value if the offer price is below the strike price of the call option but options with strike prices below the offer price will see a spike in value. Call options are considered to beout-of-the-money (OTM)if they have a strike price high...
If, at expiration, the price of the underlying asset is greater than the strike price, the buyer makes money by exercising the option and effectively buying the shares at a discount (or by selling the contract to another investor). On the other hand, the buyer is not obligated to buy the...
An out-of-the-money call option means that the strike price is higher than the asset’s market price. An out of the money put option means that the strike price is lower than the asset’s market price. At the money: An at the money option can be placed right in the middle. This...