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ABC’s current share price is $An investor has a long position in 5 put options o
ABC’s current share price is $An investor has a long position in 5 put options o
游客
2025-06-20
25
管理
问题
ABC’s current share price is $An investor has a long position in 5 put options on ABC’s stock at a strike price of $ABC has declared a 25% stock dividend. The intrinsic value of the option is______.
选项
A、zero
B、$2.00
C、$1.60
D、-$2.00
答案
A
解析
答案为A项。intrinsic value“内在价值”,指期权持有人执行期权时所能获得的收益。就看涨期权而言,其内在价值等十基础资产的市场价减去期权的执行价格,如果基础资产的市价高于执行价格,则看涨期权具有内在价值,反之,则不具有内在价值,数值为零。就看跌期权而言,其内在价值等于期权的执仃价格减去基础资产的市价,如果基础资产的市价低于执行价格,则看跌期权具有内在价值,反之,则小具有内在价值,数值为零。本题之意投资人持有的是看跌期权,当时ABC公司股票的市价$50高于执行价$50,该期权如若执行持有人不能获得收益,因此,他不会执行该期权,期权的内在价值为零。故本题选A项。
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