问题如下:
Assuming all else remain the same, If the exercise price increases (assume both call and put are European style):
选项:
A.both call and put prices will decrease
B.the put prices will decrease and call prices will increase
C.the put prices will increase and call prices will decrease
解释:
C is correct. The value of a put option is directly related to the exercise price, whereas the value of a call option is inversely related to the exercise price.
这里是用的哪一个公式观察出来的?找不到对应的知识点儿了