问题
单项选择题
Which of the following statements about put and call options is FALSE()
A. The price of the option is less volatile than the price of the underlying stock.
B. Option prices are generally higher the longer the time till the option expires.
C. For put options, the higher the strike price relative to the stock’s underlying price, the more the put is worth.
答案
参考答案：A
解析：
Option prices are more volatile than the price of the underlying stock. The other statements are true. Options have time value which means price are higher the longer the time until the option expires; and a higher strike price increases the value of a put option.