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标题: 原版书后习题,关于option的 [打印本页]

作者: freyayi    时间: 2012-5-11 14:20     标题: 原版书后习题,关于option的

16. An investor writes a call option priced at $3 with an exercise price of $100 on a stock that he owns. The investor paid $85 for the stock. If at expiration of the call option the stock price has risen to $110, the profit for the investor’s position would be closest to:

A. $3.

B. $12.


C. $18.

为什么用100-85+3,而不是用110-85+3????
作者: 李斯克老师    时间: 2012-5-14 18:11

因为投资者short call at X=100。手里有一个股票购买成本85,当股票涨到110元的时候,long call会执行权力,以100元买这只股票,所以short call必须以100把这只股票卖掉,因此受益是100-85+3
作者: freyayi    时间: 2012-5-21 10:00

多谢,多谢




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