问题已解决
我想問(wèn)下 (2)對(duì)于看跌期 價(jià)值和凈損失 圈1 凈損失:-(執(zhí)行價(jià)格-市價(jià))+2 = - (30-33)+2=5 為什么答案為 2
FAILED
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同學(xué)您好,咱們來(lái)看公式,
2023 08/24 20:41
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王小龍老師 
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2023 08/24 20:43
空頭看跌期權(quán)到期日價(jià)值=-Max(執(zhí)行價(jià)格-股票市價(jià),0)
空頭看跌期權(quán)凈損益=空頭看跌期權(quán)到期日價(jià)值+期權(quán)價(jià)格
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王小龍老師 
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2023 08/24 20:45
從第一個(gè)公式可以看出來(lái)執(zhí)行30,市價(jià)33,套進(jìn)去之后,期權(quán)價(jià)值為0
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王小龍老師 
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2023 08/24 20:45
這里用大白話理解就是
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王小龍老師 
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2023 08/24 20:46
客戶喜歡股價(jià)下跌,結(jié)果股價(jià)上漲了,客戶就不會(huì)行權(quán),客戶覺(jué)得這個(gè)東西一分不值,客戶那邊一分不值,我們這邊也就一分不值,所以就是0
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