题目 A down-and-out call option is an option that: 选项 A.comes into existence when the underlying asset price falls to a designated barrier price. B.comes into existence when the underlying [...]
题目 Regarding American options, which of the following is most true? 选项 A.Early exercise of an American put on a non-dividend paying stock is never optimal. B.Early exercise of an American [...]
题目 An investor is decided to buy a call option with a strike price of $45 for $5 and buy a call option with a strike price of $55 for $1, simultaneously sells two call options with a strike price [...]
题目 The price of an American call stock option is equal to an otherwise equivalent European call stock option at time t when: I The stock pays continuous dividends from t to option expiration T. [...]
题目 A knock-in barrier option is harder to hedge when it is: 选项 A.in the money B.out of the money C.at the barrier and near maturity D.at the inception of the trade 答案 C 解析 Owing to [...]
题目 Assume that the current price of a stock is $100. A call option on that stock with an exercise price of $97 costs $7. A call option on the stock with the same expiration and an exercise price [...]
题目 The price of a non-dividend-paying stock is $20.00. The price of a one-year European call option on the stock with a strike price of $21.00 is $4.00. The price of a one-year European put [...]
题目 Of the following options, which one does not benefit from an increase in the stock price when the current stock price is $100 and the barrier has not yet been crossed: 选项 A.A down-and-out [...]
题目 You want to choose at a particular date whether the option is a call or a put. What type of option should you buy? 选项 A.Chooser option B.Barrier option C.Binary option D.Asian option [...]
题目 A butterfly spread involves positions in options with three difference strike prices. It can be created by buying a call option with a low strike of X1; buying a call option with a high strike [...]
