The problem comes when the market crashes and prices drop below the strike price of the option.
但当市场崩溃、资产价格跌落到行权价格以下时,问题就出现了。
European option: the right to buy a given quantity of a good or security at a specific time and at a specific price (the strike price).
欧洲选项:有权购买某一特定数量的一个良好的安全或在某一特定时间和在某一特定价格(履约价格)。
Average price Call a type of option where the payoff is either zero or the amount by which the average price of the asset exceeds the strike.
平均价格买入期权权一种期权,其收益为零或相等于资产平均价格高于行使价格的金额。
American option: the right to buy a given quantity of a good or security at or before a specific time and at a specific price (the strike price).
美式期权:有权购置某一特定数量的一个好或平安时或之前,详细时间和在某一特定价钱(履约价钱)。
The paper discusses the character of strike price in pricing real option similarly American option and describes it using Geometric Brownian Motion.
本文通过对类似于美式期权的实物期权的执行价格的特征进行分析,并运用几何布朗运动对其进行了描述。
In the money: the state of an option when the price of the underlying asset is higher (in the case of a call option) or lower (in the case of a put option) than the option's strike price.
(期权)到价:指期权基础资产的价格高于(指看涨期权)或低于(指看跌期权)执行价的情况。
It is a kind of option strategy that the investor buy and sell the same type of two options which have the same expiry date but with the different strike price.
投资人在同一时间买进和卖出同一类期权,此两个期权到期日相同,但执行价格不同。
Binary option is also an exotic option, its value depends on whether the price of underlying asset is higher than strike price.
二元期权也是一种奇异期权,其收益取决于到期资产价格与执行价格的大小。
It refers that the holder buy or sell one option at strike price on a set date.
即持有者在某一约定日期按协定价格买入或卖出一份期权。
To be profitable, though, at expiration, the stock must be trading for more than 58, the total of the option premium (8 1/2) and the strike price of 50.
当然,要想在到期前真正有利可图,该股票的交易价格必须高于58 1/2,也就是期权溢价(8-1/2)加上商定价格50。
A call is option that gives the buyer the right, but not the obligation, to purchase the underlying futures contract at the strike price on or before the expiration date.
看涨期权赋予买方以权利,但不必负有义务,在期权到期日当天或到期之前,按敲定价格买进相关期货合约。
When the strike price of an option is equal to (or nearly equal to) the market price of the underlying security, we call this option is at the money.
当期权的执行价格非常接近标的物的即期价格时,则称该期权处于平价状态。平价期权实际上可以是处于略为价内或价外的状态。
This kind of option strategy is comprised by one put and one call options with the same strike price and the same expiry date.
该组合由两份执行价格和到期日均相同的看涨期权和看跌期权组成。
A put option is an agreement in which the buyer has the right (but not the obligation) to exercise by selling an asset at the strike price on or before a future date;
看跌期权亦为一种协议,在该协议中,买方有权(但非义务)以履约价格在未来某日或未来某日之前出售某一资产;
What is a lower bound for the price of a four-month call option on a non-dividend-paying stock when the stock price is $28, the strike price is $25, and the risk-free interest rate is 8% per annum?
什么是一个较低的一个非,股息,支付的股票四个月呼叫选项的价格势必当股票的价格是$28,行使价$25,无风险利率每年8%?
A put is an option that gives the buyer the right, but not the obligation, to sell the underlying futures contract at the strike price on or before the expiration date.
看跌期权赋予买方以权利,但不必负有义务,在期权到期日当天或者到期之前,按照敲定的价格卖出相关期货合约。
A put is an option that gives the buyer the right, but not the obligation, to sell the underlying futures contract at the strike price on or before the expiration date.
看跌期权赋予买方以权利,但不必负有义务,在期权到期日当天或者到期之前,按照敲定的价格卖出相关期货合约。
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