柚柚_柚 · 2020年08月03日
问题如下：
A trader creates three six-month butterfly spreads. The first has strike prices of USD 30, USD 31, and USD 32. The second has strike prices of USD 31, USD 32, and USD 33. The third has strike prices of USD 32, USD 33, and USD 34. What is the resulting payoff pattern?
解释：
NO.PZ2020021203000090问题如下A trar creates three six-month butterfly sprea. The first hstrike prices of US30, US31, anUS32. The seconhstrike prices of US31, US32, anUS33. The thirhstrike prices of US32, US33, anUS34. Whis the resulting payoff pattern?不明白图形怎么画出来的
NO.PZ2020021203000090 问题如下 A trar creates three six-month butterfly sprea. The first hstrike prices of US30, US31, anUS32. The seconhstrike prices of US31, US32, anUS33. The thirhstrike prices of US32, US33, anUS34. Whis the resulting payoff pattern? 3个蝶式期权相加为什么是这样的图呢
NO.PZ2020021203000090 为什么会从asset price为30的点就开始往上穿呢？当asset price为30时，三个spreapayoff不是都在横轴以下吗？
老师，没看懂题目。怎么那么多执行价格
