• 2022-05-29
    Which of the following is NOT true ( )
    A: When a CBOE call
    option on IBM is exercised, IBM issues more stock
    B: An American
    option can be exercised at any time during its life
    C: An call option
    will always be exercised at maturity if the underlying asset price is
    greater than the strike price
    D: A put option will
    always be exercised at maturity if the strike price is greater than
    the underlying asset price.
  • A

    内容

    • 0

      A price that is higher than the equilibrium price ( ) A: The producer cannot recover the production cost at this price. B: At this price, the quantity supplied is greater than the quantity<br/>demanded. C: Consumers are willing to purchase all products at this price. D: Demand is greater than supply at this price.

    • 1

      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

    • 2

      The basis for dividing call options and put options is ( ) A: The level of option premium B: The level of option price C: The rights of the trading parties D: The time of exercising the option

    • 3

      Which of the following can be used to create a long position in a European put option on a stock? A: Buy a call option on the stock and buy the stock B: Buy a call on the stock and short the stock C: Sell a call option on the stock and buy the stock D: Sell a call option on the stock and sell the stock

    • 4

      Which of the following statements are not right? A: For call options, if spot price is more than exercise price, it is in the money. B: For put options, if spot price is less than exercise price, it is in the money. C: For call options, if spot price is less than exercise price, it is out of money. D: For put options, if spot price is more than exercise price, it is in the money.