关于intrinsic value of call opion investor, exercise, positive, otherwise, difference

farrukhsadiq

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？

apf陈老师

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