问题
单项选择题
The price of a stock is $44 per share, and the October put with an exercise price of $45 is selling for $3. The intrinsic value of the option is :
A．
| A. $1.00. |
B．
| B. $2.00. |
C．
| C. $3.00. |
答案
参考答案：A
解析：The intrinsic value of a put option at expiration will be the greater of ( X - S) or 0. Put Value =max[0, (X-S)], or max [0, (45-44)] =1.