为什么要用excercise price=30所对应的put价格2.78？

问题如下：

Justine Fisher, a client of Erica Taylor, holds a significant position in Dropqik Corporation, which currently trades at $30.50 per share.

Exhibit 1 Option Contract Pricing Details for Dropqik Corporation

The breakeven price for an at-the-money (ATM) protective put strategy is closest to:

选项：

A.

$25.95

B.

$27.22

C.

$33.28

解释：

Correct Answer: C

A protective put strategy is implemented by holding the shares and buying an ATM put to cover any downside risk.

The cost of the ATM put option (i.e., $30 strike) is $2.78.

Breakeven price = S₀ + p₀

Breakeven price = $30.50 + $2.78 = $33.28