
- UID
- 223289
- 帖子
- 211
- 主题
- 103
- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-23
|
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? |
|