NO.PZ2018062007000034
问题如下：
Is it possible that a European call and a European put option have the same value at expiration? Assume both options have the same underying, expiration date and exercise price.
选项：
A.No, because one has positive value, the other must have negative value.
B.Yes
C.No, their intrinsic value must be different.
解释：
B is correct.
If the price of underlying is equal to the exercise price at expiration, both options will have zero value. The minimum value of option is zero, cannot have negative value.
中文解析：
如果标的资产的价格在到期日等于执行价格，那么欧式看涨和欧式看跌期权的价值都为0，所以题干中描述的场景是有可能发生的。
可以在到期日不行权么？
