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標題:

option problem

發問:

Type of option--------------Call___Call__Put___PutStrike price------------------50........10......20.....30Intrinsic value----------------?..........?........?.......?Time value-------------------? ..........2.......?......2.5Option market price---------4..........?........9.......?Underlying stock... 顯示更多 Type of option--------------Call___Call__Put___Put Strike price------------------50........10......20.....30 Intrinsic value----------------?..........?........?.......? Time value-------------------? ..........2.......?......2.5 Option market price---------4..........?........9.......? Underlying stock price------48........15......13.....35 How can I find the (?) above ??

最佳解答:

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Type of option--------------Call___Call__Put___Put Strike price------------------50........10......20.....30 Intrinsic value----------------a..........c........e.......g Time value-------------------b ..........2.......f......2.5 Option market price---------4..........d........9.......h Underlying stock price------48........15......13.....35 Option market price = option intrinsic value + time value of option a=0 becasue underlying stock price is lower than strike price for call. b=4=time value as no intrinsic value of call d=15-10=5 and hence c=5-2=3 e=20-13=7 and hence f=9-7=2 g=0 as strike price is lower than stock price in put, hence h=2.5 (time value)

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