A: call option
B: put option
举一反三
- Which of the following can be used to create a long position in a European put option on a stock? A: Buy a call option on the stock and buy the stock B: Buy a call on the stock and short the stock C: Sell a call option on the stock and buy the stock D: Sell a call option on the stock and sell the stock
- The basis for dividing call options and put options is ( ) A: The level of option premium B: The level of option price C: The rights of the trading parties D: The time of exercising the option
- A foreign currency option gives the holder the right to a foreign currency whereas a foreign currency option gives the holder the right to an option. A: call, buy, put, sell B: call, sell, put, buy C: put, hold, call, release D: none of the above
- Which of the following statements about moneyness is least accurate A: When S＞X, a call option is in the money. B: When S=X, a call option is at the money. C: When S＜X, a put option is out of the money.
- A Call option gives the holder the right to ____ an instrument whereas a put option gives the holder the right to _____. () A: Exercise, confiscate B: Sell, purchase C: Purchase, sell D: Transfer, sell
内容
- 0
A __________ gives its holder the right to sell an asset for a specified exercise price on or before a specified expiration date. A: call option B: futures contract C: put option D: interest rate swap
- 1
An option that gives the option buyer the right to buy the commodity or financial instrument specified in the contact at the exercise price is called: () A: an American option. B: a European option. C: a call option. D: a put option.
- 2
Which of the following is NOT true ( ) A: When a CBOE call<br/>option on IBM is exercised, IBM issues more stock B: An American<br/>option can be exercised at any time during its life C: An call option<br/>will always be exercised at maturity if the underlying asset price is<br/>greater than the strike price D: A put option will<br/>always be exercised at maturity if the strike price is greater than<br/>the underlying asset price.
- 3
From Black-Scholes Option Pricing Model, we know that the call price would increase but the put price would decrease as an increase in the volatility of prices of underlying stock. A: 正确 B: 错误
- 4
The interest rate risk of a fixed-rate bond with an embedded call option is best measured by: