题目内容

Holding other factors constant, the value of a European put option will mostlikely decrease as the:

A. risk- free interest rate increases.
B. volatility of the underlying increases.
C. value of the underlying decreases.

查看答案

搜索结果不匹配？点我反馈

更多问题

Which of the following statements about put and call options is least accurate?

A. The price of the option is less volatile than the price of the underlying stock.
B. Option prices are generally higher the longer the time until the option expires.
C. For put options, the higher the strike price relative to the stock’s underlying price, the morethe put is worth.

查看答案

If there are two call options for two different underlying assets, and related information is shown in the table below.&Option 1 &Option 2Payments on the underlying &Positive &ZeroCarrying cost &Zero &PositiveBased on the table, which of the option is most likely to have higher value?

A. Option 1
B. Option 2
C. The same

查看答案

The value of a call option can be positively correlated to the:

A. exercise price & risk-free rate
B. risk-free rate & volatility
C. exercise price & volatility

查看答案

During the first hour of trading on an exchange, the share price of a stock increased from USD 75.00 to USD 75.30. If the price of a call option on the stock decreased from USD 1.50 to USD 1.25 during the same trading period, which of the following could best explain why?

A. The delta of the call option is negative.
B. The risk-free rate increased based on the previous day’s aftermarket announcement by the Federal Reserve.
C. The implied volatility of the stock decreased during the first hour of trading.
D. The call option is deep in-the-money.

查看答案

Holding other factors constant, the value of a European put option will mostlikely decrease as the:

A. risk- free interest rate increases. B. volatility of the underlying increases. C. value of the underlying decreases.

Which of the following statements about put and call options is least accurate?

If there are two call options for two different underlying assets, and related information is shown in the table below.&Option 1 &Option 2Payments on the underlying &Positive &ZeroCarrying cost &Zero &PositiveBased on the table, which of the option is most likely to have higher value?

The value of a call option can be positively correlated to the:

During the first hour of trading on an exchange, the share price of a stock increased from USD 75.00 to USD 75.30. If the price of a call option on the stock decreased from USD 1.50 to USD 1.25 during the same trading period, which of the following could best explain why?

A. risk- free interest rate increases.
B. volatility of the underlying increases.
C. value of the underlying decreases.