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An investor is decided to buy a call opt...

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题目

An investor is decided to buy a call option with a strike price of $45 for $5 and buy a call option with a strike price of $55 for $1, simultaneously sells two call options with a strike price of $50 for $3, when the stock price turn to be $30, what is the profit or loss on the option strategy?

选项

A.-$1

B.$0

C.$1

D.$2

答案

B

解析

Buy call: -5+(-1) = -6Sell call: 3+3=6Total profit: -6+6=0买看涨: -5 (-1) = -6 卖看涨: 3 3=6 总利润: -6 6=0