问题已解决
股票價(jià)格為零時(shí),只要沒到期,不是還有時(shí)間溢價(jià)嗎?為什么說期權(quán)價(jià)值為0?
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你好!這個(gè)上面也沒有寫時(shí)間了。
2024 07/18 17:35
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2024 07/18 17:38
他寫的是股票價(jià)格為0時(shí),期權(quán)價(jià)值有可能大于零。是有這種可能呀
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2024 07/18 17:38
為什么錯(cuò)了?
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2024 07/18 17:39
當(dāng)股票價(jià)格為零時(shí),?期權(quán)價(jià)值也為零。?這是因?yàn)槠跈?quán)本身是一種權(quán)利,?它賦予持有人在未來以特定價(jià)格購買或出售資產(chǎn)的權(quán)利。?如果股票本身的價(jià)值為零,?那么以此股票為標(biāo)的資產(chǎn)的期權(quán)也就失去了其內(nèi)在價(jià)值,?因?yàn)槌钟腥思词剐惺乖摍?quán)利,?也無法獲得任何經(jīng)濟(jì)利益
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2024 07/18 17:49
期權(quán)價(jià)值等于內(nèi)在價(jià)值+時(shí)間溢價(jià),內(nèi)在價(jià)值=0,期權(quán)價(jià)值還有時(shí)間溢價(jià)呀?您看下圖片里面這個(gè)選擇題,是我哪里沒理解對(duì)嗎?
FAILED
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2024 07/18 17:51
你好!其實(shí)你的理解是沒問題的,嚴(yán)格說起來,是題目不嚴(yán)謹(jǐn)。A答案其實(shí)是正確的
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