NO.PZ2019052801000070
问题如下：
The value of an down-and-out call option would be zero if the underlying asset price is
选项：
A.lower than the barrier level.
B.higher than the barrier level.
C.lower than the strike price.
D.higher than the strike price.
解释：
A is correct.
考点：Barrier option
解析：down-and-out call option的定义。 down-and-out call option指的是当标的物资产价格跌到障碍水平以下，call option自动到期无效。
请问为什么C不对？
