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Long a call on a stock and short a call ...

- 发布于 ccpaxin-shui-shi 来自

题目

Long a call on a stock and short a call on the same stock with a higher strike price and same maturity is called:

选项

A.A bull spread

B.A bear spread

C.A calendar spread

D.A butterfly spread

答案

A

解析

Buying a call and selling a call on the same stock but with a higher exercise price is bullish.牛市价差的基本策略是:同种期权,买入执行价格低的,卖出执行价格高的期权。