问题 单项选择题

An options investor purchases one stock put option with the following characteristics: Type of option: put option on Hock Underlying asset: 100 shares of WalMart Exercise price:$47.50 per share Premium : $2.00 per share Expiration date : October If the expiration-day price of WalMart stock were $5000 per share, the profit/loss for the LONG put option would be:

A.

A. - $2.00.

B.

B. $0.50.

C.

C. - $0.50.

答案

参考答案:A

解析:
Max(O, X-ST) -Pt =Max(0, 47.50-50.00) -2.00 =Max(0, -2.50) -2.00 =0- 2.00= -2.00

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