题目 Consider a 1-year European call option with a strike price of $27.50 that is currently valued at $4.10 on a $25 stock. The 1-year risk-free rate is 6% compounded annually. Which of the [...]
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 [...]
题目 Which of the following describes a compound option? 选项 A.Buying a call option on another call option. B.Buying a call and put at the same strike price. C.Selling a call and put at the same [...]
题目 Given strictly positive interest rates, the best way to close out a long American call option position early (option written on a stock that pays no dividends) would be to: 选项 A.Exercise [...]
题目 How to create a bull spread? 选项 A.Buy a put with a strike price of X = 55, and sell a put with a strike price of 50. B.Buy a put with a strike price of X = 50, and sell a put with a strike [...]
题目 The current price of stock ABC is USD 42 and the call option with a strike at USD 44 is trading at USD 3. Expiration is in one year. The put option with the same exercise price and same [...]
题目 Jeff is an arbitrage trader, and he wants to calculate the implied dividend yield on a stock while looking at the over-the-counter price of a 5-year put and call (both European-style) on that [...]
题目 According to Put-Call parity, which of the following is equivalent to buying a call option on a stock? 选项 A.Writing a put, selling the stock, and buying bonds (lending). B.Writing a put, [...]
题目 A six-month call option sells for $30, with a strike price of $120. If the stock price is $100 per share and the risk-free interest rate is 5%, what is the price of a 6-month put option with a [...]
题目 Which two of the following four statements are correct about the early exercise of American options on non-dividend-paying stocks? I It is never optimal to exercise an American call option [...]
