Leaiatu · 2019年12月03日
问题如下：
The at-the-money European call option has one month remaining until expiration, the market value of the option is most likely:
选项：
A.less than zero
B.equal to zero
C.greater than zero
解释：
C is correct. The exercise value of at-the-money option is zero, but market value is greater than zero because of time value.
老师，欧式期权是到底日才能发挥call的作用吗？这样是不是就没有时间价值了？
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely:A.less thzeroB.equto zeroC.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0，由于期权的价值等于内在价值+时间价值，内在价值为0，而期权还有1个月到期，意味着时间价值大于0，所以期权价值就是大于0的 到期前为t时刻，IV是行权价折现值？如果此时资产现价ATM，现价应等于执行价还是执行价折现？
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely:A.less thzeroB.equto zeroC.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0，由于期权的价值等于内在价值+时间价值，内在价值为0，而期权还有1个月到期，意味着时间价值大于0，所以期权价值就是大于0的 rt……………………………………
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely:A.less thzeroB.equto zeroC.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0，由于期权的价值等于内在价值+时间价值，内在价值为0，而期权还有1个月到期，意味着时间价值大于0，所以期权价值就是大于0的 请问这是什么知识点？是什么时候讲的？一点印象都没有是不是题目放错位置了？
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely: A.less thzero B.equto zero C.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0，由于期权的价值等于内在价值+时间价值，内在价值为0，而期权还有1个月到期，意味着时间价值大于0，所以期权价值就是大于0的 这里，time value 可以看成 option price？time value 是不是必须大于0？
NO.PZ2016031202000028问题如下The at-the-money Europecall option hone month remaining until expiration, the market value of the option is most likely:A.less thzeroB.equto zeroC.greater thzero C is correct. The exercise value of at-the-money option is zero, but market value is greater thzero because of time value.中文解析the money的期权其内在价值为0，由于期权的价值等于内在价值+时间价值，内在价值为0，而期权还有1个月到期，意味着时间价值大于0，所以期权价值就是大于0的 这个看涨期权现在是无盈利的 一个月后不考虑unrlying价格变动不应该有期权的时间磨损吗 hol涨和时间的磨损不应该小于现在的价格吗
