A put option is “in-the-money” when: A. there is no put option with a lower exercise price in the expiration series. B. the stock price is higher than the exercise price of the option. C. the stock price is lower than the exercise price of the option. ...
C. the stock price is lower than the exercise price of the option. 正确答案:C 分享到: 答案解析: The put option is in-the-money if the stock price is below the exercise price. 统计:共计46人答过,平均正确率84.78% 问题:进入高顿部落发帖帮助...
In the money (ITM) refers to an option that's profitable (not counting trading costs) or hasintrinsic value. An ITM call option means the option holder can buy the security at a price below the market price. An ITM put option is one that the holder can sell for more than the market ...
Put Option 首先单独考虑Put option本身,在到期时刻T,期权的价值(Value)为,Max(X−ST,0), X为行权价格,ST为到期时刻T的股票价格。当ST<X的时候,Put option为实值状态(in the money),其价值为X−ST;当ST≥X时,期权为平值期权或虚值期权(at or out of the money),其价值为零。所以Max函数就可以用来...
Definition of In the Money The Money, which is also generally known as ITM, is defined as the “moneyness” state of an option, i.e., when compared to the price at which the option can be bought or sold, i.e., its strike price and precisely the term in the Money means the situat...
A put option should only be exercised if the underlying security is in the money. When Is a Put Option "In the Money"? A put option is consideredin the money(ITM) when the underlying security's currentmarket priceis below that of the put option. The put option is in the money because...
In-the-money put options For aput optionto be ITM, the current market price of the underlying asset must be lower than the option's strike price. Put Option: An ITM put option is one where the current market price of the underlying asset is lower than the option's strike price. ...
deep-in-the-money put option.A definition of the term "deep-in-the-money put option" is presented. It refers to a put option that has become very profitable and is likely to remain so.EBSCO_bspBloomsbury Business Library Business & Management Dictionary...
An option's intrinsic value is equivalent to the difference between the strike price and the underlying stock price. If an option has intrinsic value, it is referred to as in the money (ITM). 一般来说,由于时间衰减的影响,看跌期权的价值会随着到期时间的临近而下降。随着期权的到期时间越来越近,...
A.If the exercise price is lower than the future spot rate, the put option is out-of-the-money ( OTM ) for the seller.B.If the exercise price is lower than the future spot rate, the put option is in-the-money ( ITM )for the buyer....