NO.PZ2024061801000086
问题如下:
Stop-loss strategies with call options require purchasing the underlying asset for a:
选项:
A.
naked call position when the asset falls below the option’s strike price.
B.
naked call position when the asset rises above the option’s strike price.
C.
covered call position when the asset falls below the option’s strike price.
D.
covered call position when the asset rises above the option’s strike price.
解释:
使用看涨期权的止损策略旨在限制与空头期权头寸相关的损失。当标的资产价格上涨到期权的执行价格以上时,该策略要求为裸卖空头寸购买标的资产。
麻烦老师讲解一下这道题,谢谢