问题已解决
假設(shè)有一個(gè)看跌和看漲期權(quán),其項(xiàng)下資產(chǎn)是XYZ 股票,該期權(quán)的行權(quán)價(jià)為50元,6個(gè)月后到期。如果看漲期權(quán)的期權(quán)費(fèi)是4元,看跌期權(quán)的期權(quán)費(fèi)是6元,到期時(shí)如果XYZ股票的價(jià)格分別為40元,45元,50元,55元和60元時(shí),每一種情景的利潤(rùn)或者損失是多少?



同學(xué),您好,買入看漲期權(quán),股價(jià)40時(shí),凈損益等于(50-40)-4=6,股價(jià)45時(shí),凈損益等于45-40-4=1,股價(jià)50,或者55,或60均不會(huì)行權(quán),凈損益等于-4
買入看跌期權(quán),股價(jià)40時(shí),凈損益等于50-40-6=4,股價(jià)45時(shí),凈損益等于50-45-6=-1,股價(jià)50,55或者60時(shí),均不會(huì)行權(quán),凈損益-6
2023 09/17 20:30

84784992 

2023 09/17 20:39
為什么股價(jià)在50,55,60都不會(huì)行權(quán)

曉純老師 

2023 09/17 20:44
同學(xué),您好,剛才看錯(cuò)了,抱歉,買入看漲期權(quán),股價(jià)40,45或者50時(shí),都不會(huì)行權(quán),因?yàn)樾袡?quán)價(jià)高,完全可以在市場(chǎng)上按市場(chǎng)價(jià)買入,凈損益等于-4,股價(jià)55時(shí),凈損益等于55-50-4=-1,股價(jià)60時(shí),凈損益等于60-50-4=6
買入看跌期權(quán),股價(jià)40時(shí),凈損益等于50-40-6=4,股價(jià)45時(shí),凈損益等于50-45-6=-1,股價(jià)50,55或者60時(shí),均不會(huì)行權(quán),凈損益-6未讀
2023-09-17 20:30

84784992 

2023 09/17 21:00
買入看漲期權(quán)在40、45、50不行權(quán)嗎,剛才第一次解答的時(shí)候說(shuō)能行權(quán),這次又沒(méi)有行權(quán)

84784992 

2023 09/17 21:16
老師,人呢?

曉純老師 

2023 09/17 21:22
親,按這個(gè):之前我看錯(cuò)題了,買入看漲期權(quán),股價(jià)40,45或者50時(shí),都不會(huì)行權(quán),因?yàn)樾袡?quán)價(jià)高,完全可以在市場(chǎng)上按市場(chǎng)價(jià)買入,凈損益等于-4,股價(jià)55時(shí),凈損益等于55-50-4=-1,股價(jià)60時(shí),凈損益等于60-50-4=6
買入看跌期權(quán),股價(jià)40時(shí),凈損益等于50-40-6=4,股價(jià)45時(shí),凈損益等于50-45-6=-1,股價(jià)50,55或者60時(shí),均不會(huì)行權(quán),凈損益-6
