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。