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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? |
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