If the volatility of returns of an underlying security increases, then:
A. both call and put option prices increase.
B. both call and put option prices decrease.
C. call prices increase and put prices decrease.
查看答案
All, else held equal, the value of a European call option is best characterized as having a:
A. negative relationship with the price of the underlying.
B. negative relationship with the volatility of the underlying.
C. positive relationship with the time to expiration.
Which of the following factors does not affect the value of a European option?
A. The volatility of the underlying
B. Dividends or interest paid by the underlying
C. The percentage of the investor’s assets invested in the option
Which of the following statements imply that a European call on a stock is worth more?
A. Less time to expiration
B. A higher stock price relative to the exercise price
C. Larger dividends paid by the stock during the life of the option
Why might a European put be worth less the longer the time to expiration?
A. The cost of waiting to receive the exercise price is higher.
B. The risk of the underlying is lower over a longer period of time.
C. The longer time to expiration means that the put is more likely to expire out-of-the-money.
微信支付 
支付宝支付