融跃教育

来自:FRM > 一级 > 电脑版 > Unit 11.期权 2021-09-12 10:48
An investor is decided to buy a call option with a strike price of $45 for $5 and buy a call option with a strike price of $55 for $1, simultaneously sells two call options with a strike price of $50 for $3, when the stock price turn to be $30, what is th
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liuxuyao    2021-09-12 13:57

致精进的你:

同学,这个题目考察期权策略盈利的计算哈,Buy call: -5+(-1) = -6 Sell call: 3+3=6 Total profit: -6+6=0,你的问题是不是没有上传完整啊

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