Example of an "Out of the Money CALL Option": If the price of YHOO stock is at $37.50, then all of the call options with strike prices at $38 and above are out of the money. Why are they out of the money? They are out of the money because those options don't have any intrins...
Out 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 a call option is ...
'Out of the money' describes an option that is worthless if exercised today. In the case of a call option, the option has no intrinsic value because the current price of the underlying stock is less than the option strike price. In the case of a put option, the option is considered ...
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...
Out of The Money Option with strike price extremely close to the strike price is also known as "Near The Money Option". Assume GOOG trading at $300 now. Call Option StatusStrike Price ITM$200 ATM$300 OTM$400 What Happens When A Call Option Expires Out Of The Money ( OTM )?
In the money: 与underlying的current price相比，option的strike price具有有利的价值 对call option来说...
his counterpart. For example, if an option contract expires in the money, the holder will receive a revenue equal to the money lost by the writer. In the same manner, for an out of the money option, the money lost by the holder will be the same as the reward received by the writer...
Out of the Money vs. In the Money An option is said to be "in the money" (ITM) when the current market price of the underlying asset is above the strike price for a call option, or below the strike price for a put option. For example, if the market price of a stock is $60 ...
An option is deep out of the money if its strike price is significantly above (call) or below (put) the current price of the underlying asset.
题目 下列有關Call Option之敘述何者為真?(A) Deep in the Money時其Delta接近0 (B)Deep out of the Money時其價值接近Intrinsic Value (C)Deep out of the Money時其Delta接近1 (D)At the Money時其Gamma最大[2004Q3期貨交易分析人員] 相关知识点: 试题来源: 解析 D 反馈 收藏 ...