Loading AI tools
来自维基百科,自由的百科全书
对于采用固定履约价的香草期权,认购期权(Call)和认沽期权(Put)的内在价值分别是
所以,履约价与现价的关系是
认购 (Call) | 认沽 (Put) | |
---|---|---|
S<K | OTM | ITM |
S=K | ATM | ATM |
S>K | ITM | OTM |
其中:
Seamless Wikipedia browsing. On steroids.
Every time you click a link to Wikipedia, Wiktionary or Wikiquote in your browser's search results, it will show the modern Wikiwand interface.
Wikiwand extension is a five stars, simple, with minimum permission required to keep your browsing private, safe and transparent.