请教一道关于期权的题目 money, current

tobuketsu

 请教大家一道关于期权的题目


Suppose we have two options (both 10% out of the money), a call with a strike of $110 and a put with a strike of $90, and the current stock price is $100. Why the call is more valuable?


谢谢

hijacker

 现价的情况下，两个期权行权的话都是亏$10，然而我们是出于long的一方，long call是收益不封顶但是损失封顶的，long put是收益和损失都封顶，我估计可能是因为call收益无上限所以更值钱。