问题已解决
老師這道題目 14*1000是什么意思,后面部分不是計算l執(zhí)行價格減去股價和期權(quán)價值了嗎
FAILED



同學,你好
-14*1000是股價下跌的損失
2024 01/04 10:56

m522090566 

2024 01/04 10:59
老師,執(zhí)行價格減去股價不是下跌的損失嗎

小朵老師 

2024 01/04 11:07
同學,你好
執(zhí)行價格減去股價是執(zhí)行看跌期權(quán)的收益,再減去看跌期權(quán)的價值是執(zhí)行看跌期權(quán)的凈損益
再加上股票的凈損失(-14*1000)才是保護性看跌期權(quán)的凈損益
