carrying cost

问题如下：

Which of the following situation will decrease an European call option, if there is an increase in:

选项：

A.

carrying cost .

B.

Volatility

C.

strike price

解释：

C is correct.

The value of European call option is positively related with volatility and carry cost.

The value of European call option is negatively related with strike price.

中文解析：

欧式看涨期权与执行价格之间是负相关，随着执行价格的上升，欧式看涨期权的价值会下降，因此只有C对。