2. **选项B分析**:虚值看涨期权(out-of-the-money)的定义是标的资产当前价格(S)低于行权价(K)。内在价值计算公式为max(S-K, 0),此时S-K为负数,故内在价值为0,因此B正确。 3. **选项C分析**:S-K在虚值状态下为负数,但内在价值不会为负值,因此C错误。 4. **选项D分析**:行权价(Striking Price...
看涨期权(Call Option)的“价外”(out of the money)状态是指标的资产当前价格低于期权的执行价格。此时,行使期权不会带来收益。 逐项分析: - **(a)** 执行价等于股票现价,属于“平值”(at the money),而非价外。 - **(b)** 当前股价大于执行价,属于“价内”(in the money),此时行使期权有利可图...
金融数学| in the money, out-of-the-money 和 at the money的区别 对于call option(看涨期权)来说: at the money: in the money: out-of-the money: 其中, (strike price) 解释: 以ITM (in the money) 为例,是指与当前市场价值 相比,期权具有有利的行使价格 。 通俗…阅读全文 赞同6...
Out of the Money(OTM)是期权交易中描述期权当前无内在价值、无法通过行权获利的术语,其价格主要由时间价值决定,常用于高风
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...
If a call option is “out-of-the-money,” A. It is not worth exercising. B. The value of the underlying asset is less than the exercise price. C. The option no longer exists. D. It is not worth exercising, and the value of the underlying asset is less than the exercise price...
Out of the Money OptionOut of the money (OTM) option is an option that has zero intrinsic value and the holder of such an option is better off letting the option expire worthless.An out of money call option has exercise price higher than the price of the underlying asset. The holder of...
option is out-of-the-money,期权虚值状态。对call option, 是指执行价X 高于 underlying的现价;对...
The approach followed in this paper will allow the option trader to manage the risk in selling an option that generates the highest payoff while still having a chance of becoming in-the-money for the option buyer.Organizational transformation: opportunities and challenges: 26th ASEM national ...
"Out of the money" (OTM) 是一个金融术语,用于描述期权合约的一种状态。具体来说,它指的是期权合约目前没有内在价值,只有时间价值或外在价值。以下是关于OTM期权的一些关键点: 1. **内在价值与外在价值**:期权的价值由内在价值和外在价值组成。内在价值是指期权执行时能够立即实现的利润,而外在价值(也称为时...