问题
单项选择题
An analyst does research about profit and loss about stock and stock option transaction. An investor simultaneously purchases a stock priced at $78 and writes a call option on that stock with an exercise price of $80 selling at $6. If the price of the underlying is $85 at expiration of the option, the profit for that investor's position is closest to()
A. $3
B. $8
C. $11
答案
参考答案:B
解析:
该交易盈亏分为股票、期权和期权费三部分。买入股票:$85-$78=$7,盈利;卖出看涨期权:$85-$80=$5,亏损;因为是卖出,期权费为$6,盈利。该交易的盈亏总和:$7-$5+$6=$8。