内在价值为0是哪句话得出的呢

问题如下：

The market value of an at-the-money American call option is most likely: (assume the option will expire in one month and the underlying pays no dividends)

选项：

less than zero

equal to zero

greater than zero

解释：

C is correct.

The exercise value of the option is zero because it is an at-the-money option, but the market value is greater than zero due to the positive time value.

中文解析：

ATM的期权其内在价值为零，但距离到期还有一个月，时间价值大于0，因此其市场价值大于零。