Comparing a long position in put option with a short position in call option, we find that ( ).
A: both positions have rights but no obligations
B: both positions benefit from an increase in the price of the underlying asset
C: both positions will lose money if the price of the underlying remains unchanged
D: both positions are potential sellers of the underlying asset
A: both positions have rights but no obligations
B: both positions benefit from an increase in the price of the underlying asset
C: both positions will lose money if the price of the underlying remains unchanged
D: both positions are potential sellers of the underlying asset
举一反三
- An American put option gives its holder the<br/>right to _________. A: buy the underlying asset at the exercise price on or before the expiration date B: buy the underlying asset at the exercise price only at the expiration date C: sell the underlying asset at the exercise price on or before the expiration date D: sell<br/>the underlying asset at the exercise price only at the expiration<br/>date
- From Black-Scholes Option Pricing Model, we know that the call price would increase but the put price would decrease as an increase in the volatility of prices of underlying stock. A: 正确 B: 错误
- Which of the following is NOT true ( ) A: When a CBOE call<br/>option on IBM is exercised, IBM issues more stock B: An American<br/>option can be exercised at any time during its life C: An call option<br/>will always be exercised at maturity if the underlying asset price is<br/>greater than the strike price D: A put option will<br/>always be exercised at maturity if the strike price is greater than<br/>the underlying asset price.
- Based on the binomial model, an increase in the actual probability of an upwardmove in the underlying will result in the option price: A: decreasing. B: remaining the same. C: increasing.
- When the price of underlying asset goes up a lot, the future contract is more likely to be default、