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题目 Consider a bullish spread option strategy of buying one call option with a $30 exercise price at a premium of $3 and writing a call option with a $40 exercise price at a premium of $1.50. If [...]
题目 An option trader constructs the following position: buys 1 call with a strike price at X_1, buys 1 call with a strike price at X_3 and sells 2 calls with a strike X_2. Where [...]
题目 Which of the following will create a bull spread? 选项 A.Buy a put with a strike price of X = 50, and sell a put with a strike price of 55. B.Buy a put with a strike price of X = 55, and [...]
题目 Which of the following options is best described as follows: "A six month call option may only be exercised early on the first day of each month"? 选项 A.Bermudan option. B.American option. [...]
题目 A bear spread is an option strategy in which the option trader: 选项 A.Purchases a high strike call option and sells a lower strike call option. B.Sells a low strike call option and sells a [...]
题目 A 1-year American put option with an exercise price of $40 will be worth $10.00 at maturity with a probability of 0.25 and $0.00 with a probability of 0.75. The current stock price is $36. The [...]
题目 The current stock price of a share is USD 100 and the continuously compounding risk-free rate is 12% per year. The maximum possible prices for a 3-month European call option, American call [...]
题目 American put option values increase as a result of increases in which of the following factors? I Volatility II Dividends III Stock Price IV Time to expiration 选项 A.I, II, and IV only B.I, [...]
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 [...]
题目 According to put-call parity, which of the following is equivalent to buying a put option on a stock? 选项 A.Buying a call option, selling the stock, and investing the proceeds at the [...]