问题大了,理论上根本不可行。strike price选高了,premium几乎等于没有,strike price选低了,万一一波暴涨,最后deep itm只能被call走拿finv举例,现价5块多,3.19到期的15 call,premium才30块钱。 7.5的call,60块钱,也少的可怜。而且你卖7.5的,万一涨到9,你怎么办?要不花150close,要不被call走。大幅度降低成本...
The exercise price is the price at which an underlying security can be purchased or sold when trading a call or put option, respectively. It is also referred to as the strike price and is known when an investor initiates the trade.行权价是分别在交易看涨期权或看跌期权时可以买入或卖出标的证券...
Call breakeven equals the strike price plus the premium.───买入期权收支平衡点等于执行价加上期权金. lower two strike prices are used in the bull spread, and the higher strike price in the bear spread.───在牛市价差中使用较低的两个执行价格,在熊市价差中使用较高的执行价格。 英语使用场景 ...
The premium is the price a buyer pays the seller for an option. Thepremiumis paid up front at purchase and is not refundable - even if the option is not exercised. Premiums are quoted on a per-share basis. Thus, a premium of $0.21 represents a premium payment of $21.00 per option co...
In that case, the loss is equal to thestrikepriceminus the premium received. From Wikipedia This example is from Wikipedia and may be reused under a CC BY-SA license. The purchased call option is entered at astrikepricehigher than thestrikepriceof the sold call option. ...
Subtract the premium: $500 -$100, and the net profit is $400. How to Pick a Strike Price Because the strike price has a major impact on the value of an option contract, it’s important to make decisions carefully. Your decision should be based on what you think the underlying security...
The short call has a strike price of $65 and a premium of $3.60.问题补充:匿名 2013-05-23 12:21:38 短期通话有65美元的行使价和溢价3.60美元。 匿名 2013-05-23 12:23:18 在短呼叫有一个履约价格的65元和一个高级的$3.60。 匿名 2013-05-23 12:24:58 短的电话有一个结算价的$65...
Remember, the strike price is not the same as the price you pay for the option contract itself. That’s called the premium. For instance, an option contract might have a $1 per share premium and a strike price of $50. For 100 shares (the typical amount in an options contract) you’...
Using the buyer’s decision problem (2.8) and a suitable spot price model we are able to valuate a swing contract with given strike price. Its value is given by the maximum objective value, if the maximum is positive. Otherwise the value is zero and the contract will not be concluded. ...
In that case, the loss is equal to the strikeprice minus the premium received. From Wikipedia This example is from Wikipedia and may be reused under a CC BY-SA license. The purchased call option is entered at a strikeprice higher than the strikeprice of the sold call option. From ...