这样,在期末,就实现了和call option完全一样的payoff。而long put:replicate一般只考虑long的情况。如果要复制short put 的 头寸,可以与这个截图的操作相反,也就是buy underlying at S0并且borrow a proportion of X/(1+r)^T,这个就和前面long call类似了。---加油吧,让我们一起遇见更好的自己!添加评论 0 0...
网络买进卖权;买入卖权;认沽期权长仓 网络释义
所以不能直接选long put,有可能是投资者本身有一个short stock的头寸了,想通过long call再去合成一...
Long A Put Option - definition and strategy to buying a Long Put option position as compared to short put option position or long call option position.
-to short a stock...with minimum risk ( to my cost of options...in this case 200$)... what do I have to use? Long put option? and to go long,Long call option?-This what I was expect to do in future in options and can I? and if yes how?1st-Buy Put 10option at 10$ ...
trader's short position on the call would be considered the shortleg, while the put option ...
The long straddle and short straddle are option strategies where a call option and put option with the same strike price and expiration date are involved.
A long put option can be an alternative to an short selling a stock and gives you the right to sell a strike price generally at or above the stock price.
The drawback to the put option is that the price of the underlying must fall before the expiration date of the option, otherwise, the amount paid for the option is lost. To profit from a short stock trade a trader sells a stock at a certain price hoping to be able to buy it back a...
Conversely, selling (or writing) a call or put option is a short position; the writer must sell to or buy from the long position holder or buyer of the option. Long Position If an investor has alongposition, it means that the investor has bought and owns securities, such as shares of ...