问题
单项选择题
Call options on the stock of Verdant, Inc. , with a strike price of $45 are priced at $3.75. Put options with a strike price of $45 are priced at $3.00. Which of the following most accurately describes the potential payoffs for owners of these options ( assuming no underlying positions in Verdant) Maximum loss Potential Maximum gain Potential ①A. Call writer Call buyer ②B. Put buyer Call writer ③C. Put writer Call buyer
A．
| A. ① |
B．
| B. ② |
C．
| C. ③ |
答案
参考答案：A
解析：The writer of an option can only profit from the premium received, but has exposure to moves in the underlying moves in the underlying asset price. The put writer could lose $42, but the call writer’s potential loss is unlimited.