老师好,有个关于barrier options问题
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?
A: A down-and-out call with barrier at $90 and strike at $100
B: A down-and-in call with barriers at $90 and strike at $110
C: An up-and-in put with barrier at $110 and strike at $100
D: An up-and-in call with barrier at $110 and strike at $100
答案是A, 但我认为C也没有benefit,当这个option in的时候,stock price大于了strike price, put option不行权。