问题
单项选择题
A June put option has a premium of $1.50. At expiration, the breakeven value of the underlying asset is $36.50. The strike price of the option is :
A．
| A. $1.50. |
B．
| B. $36.50. |
C．
| C. $38.00. |
答案
参考答案：C
解析：The strike price of the put option is determined as the breakeven (zero profit) point plus the option premium ( $36.50 + 1.50). Remember that the breakeven point for both the buyer and seller of a call option is the strike price plus the premium.