covered call是最简单也是最实用的期权收入策略。所谓Covered Call就是持有股票（long stock），并卖出对应...
What is a covered call vs. an uncovered call? In a covered call, the writer holds the underlying security. On the other hand, the writer does not hold any of the underlying security in an uncovered call. How do covered calls make money? When a covered call option expires in-the-money...
covered call卖出的call，你的对手方可能出于期权平价公式的套利角度去买，也可能他有空头，需要一些call...
交易一个Covered Call就是购买100股同时卖一个合约的Call option,可以用卖Call的收入降低股票的购买成本,增加获利的机会。 如果合约截止前股价上涨超过Call的合约价股票就会获利卖出,填补卖Call的差价损失。 交易Covered Call就是持有100股同时卖一个合约的Call option,用卖Call的收入降低股票的购买成本。
and the premium received from the short call offsets the long stock's loss. But if the stock drops more than the premium received from selling the call option, the covered call strategy begins to lose money. In fact, the covered call's maximum possible loss is the price at which the st...
1 个答案 WallE_品职答疑助手 · 2021年05月28日 嗨,努力学习的PZer你好: covered call = long stock + short call short options的 gamma都是负数的,所以选A。 ---虽然现在很辛苦,但努力过的感觉真的很好,加油! 添加评论 0 0 1 回答 0 关注 300 浏览 我要回答 关注问题 相关问题 证书课 CFA...
A.A long call option on a stock plus a long position in the stockB.A long call option on a stock plus a short put option on the stockC.A short call option on a stock plus a short position in the stockD.A short call option on a stock plus a long position in the stock相关...
Short call的delta和gamma都是负的,本题问的是covered call 策略,Covered call=long stock + short call (1)Short call的delta范围是(-1,0),但是long stock的delta=1,则covered call的delta范围就是(0,1) (2)long stock 的gamma=0,covered call 的gamma就等于short call 的gamma,是小于0的,所以选A --...
另外考生也需进一步了解备兑买入期权(Covered Call Option)和欧式保护性卖权(Protective Put Option)的到期价值、收益、收益 …www.gaodun.cn|基于1 个网页 3. 持保买权 持保买权 (Covered Call Option)此章节将首先罗列几种可使得出售持保买权成为有利的投资决策的情况。www.cboe.com|基于1 个网页©...
Call options allow the buyer the right (but not the obligation) to buy the underlying asset, whether that's stock, bonds, commodities, currencies, or any other financial security. The buyer has the right to do so at the specified price by the expiration date. The call option is exercised ...