An investor is long an in-the-money American call option. Would this option most likely ever be exercised early?
A. No.
B. Yes, if its time value is high enough.
C. Yes, if it pays a high enough dividend.
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Which statement best describes the early exercise of American options? Early exercise may be advantageous for:
A. both deep-in-the-money calls and deep-in-the-money puts.
B. deep-in-the-money puts.
C. deep-in-the-money calls.
For a stock that pays no dividends, the value of an American call option is most likely:
A. the same as the value of a European call option with otherwise identical features.
B. greater than the value of a European call option with otherwise identical features.
C. less than the value of a European call option with otherwise identical features.
Which of the following statements best describes a feature of an American option? Early exercise of an American:
A. put option is optimal only if the underlying is dividend paying.
B. call option is never optimal if the underlying is dividend paying.
C. put option that is deep in the money may be optimal.
Consider an American call option and an American put option, each with 3 months to maturity, written on a non-dividend-paying stock currently priced at USD 40. The strike price for both options is USD 35.00 and the risk-free rate is 1.5%. What are the lower and upper bounds on the difference between the prices of the call and put options?
A. Lower Bound (USD): 0.13. Upper Bound (USD): 34.87
B. Lower Bound (USD): 5.00. Upper Bound (USD): 5.13
C. Lower Bound (USD): 5.13. Upper Bound (USD): 40.00
D. Lower Bound (USD): 34.87. Upper Bound (USD): 40.00
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