2. 职称英语
  3. Which of the following is not true of options?______.A、If the current market pri

Which of the following is not true of options?______.A、If the current market pri

游客2025-06-20  25
问题 Which of the following is not true of options?______.
选项 A、If the current market price is higher than the strike price, the call option is in-the-money.
B、If the current market price is greater than the strike price, the put option is out-of-the-money.
C、If the current market price is the same as (or close to) the strike price, the option is at-the-money.
D、A put option is in-the-money when the strike price is lower than the market price of the underlying asset.
答案 D
解析 答案为D项。in-the-money option，ITM option“实值期权，具有内在价值的期权”。当看涨期权的执行价格低于基础资产当时的市场价格时，该看涨期权具有内涵价值；当看跌期权的执行价格高于基础资产当时的市场价格时，该看跌期权具有内涵价值。out—of-the—money option，OTM option“虚值期权，不具有内涵价值的期权”，即执行价高于当时市场价格的看涨期权或执行价低于当时市场价格的看跌期权。at-the—money option．ATM option“两平期权”，指期权合约执行价与基础资产当时的市场价格相等或大致相等的期权。执行价低于当时市场价格的看跌期权属于虚值期权，而非实值期权。故本题选D项。
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