问题
单项选择题
Which of the following statements about moneyness is FALSE When:()
A. S - X ＞ 0, a call option is in-the-money.
B. S -X = 0, a call option is at-the-money.
C. S - X ＞ 0, a put option is in-the-money.
答案
参考答案：C
解析：
A put option is out-of-the-money when S ＞ X and in-the-money when S ＜ X.