由两个有相同行使价的看跌和看涨期权形成的组合,同时二者都看跌,叫做组合卖出期货。
A combination of a put and a call with the same strike price, in which both are bullish, called synthetic long futures.
当期权的行使价非常接近标的资产的市价时,期权即处于平值状态。 平值期权实际上可以是处于略为价内或价外的状态。
An option is described as being at the money when the exercise price is approximately the same as that of the underlying instrument.
什么是一个较低的一个非,股息,支付的股票四个月呼叫选项的价格势必当股票的价格是$28,行使价$25,无风险利率每年8%?
What is a lower bound for the price of a four-month call option on a non-dividend-paying stock when the stock price is $28, the strike price is $25, and the risk-free interest rate is 8% per annum?
什么是一个较低的一个非,股息,支付的股票四个月呼叫选项的价格势必当股票的价格是$28,行使价$25,无风险利率每年8%?
What is a lower bound for the price of a four-month call option on a non-dividend-paying stock when the stock price is $28, the strike price is $25, and the risk-free interest rate is 8% per annum?
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