题目
Consider a call option on a stock currently priced at $50 with a strike price of $55. Which of the following CANNOT be the price of the call option?
选项
A.$10
B.$15
C.$50
D.$55
答案
D
解析
The upper bound on a European call option is the stock price, so it can’t be worth $55.欧洲看涨期权的上限是股票价格，所以它不可能值55美元。