NO.PZ2016031202000025
问题如下:
When the price of the underlying is $15 and the exericse price is $10, the put option is:
选项:
A.out-the-money
B.at-the-money
C.in-the-money
解释:
A is correct. The price of underlying is higher than the exercise price, the put option is out-the-money
中文解析:
现货价格大于执行价格,该看跌期权为价外期权
老师可以解释一下三个选项的含义吗?
并且可以指出这个知识点在讲义中的哪里吗?
谢谢老师!