标题: 关于intrinsic value of call opion [打印本页] 作者: homie 时间: 2013-8-18 14:04 标题: 关于intrinsic value of call opion
When the underlying stock price is $95, an investor pays $2 for a call option with an exercise price of $95. If the stock price moves to $96, the intrinsic value of the call option would be closest to:
A. -$1.
B. $0.
C. $1.
突然发现自己糊涂在了一个小概念上,The intrinsic value of a call option is the stock price less the strike price if that difference is positive, and zero otherwise,这里和call option 的价格完全无关吗?就是96-95=1?作者: sameeragarwal 时间: 2013-8-18 14:05
intrinsic value就是期权执行时候的价格,option价格(也叫fair value)一般会高于intrinsic value,高于的部分称为time value