题目
Which of the following statements about option time value is true?
选项
A.Deeply out-of-the-money options have more time value than at-the-money options with the same remaining time to expiration.
B.Deeply in-the-money options have more time value than at-the-money options with the same amount of time to expiration.
C.At-the-money options have higher time value than either out-of-the-money or in-the-money options with the same remaining time to expiration.
D.At-the-money options have no time value.
答案
C
解析
The time value of at-the-money options is greater than that of either in-the-money or out-of-the-money options.平价期权的时间价值大于价内期权或价外期权的时间价值。