問(wèn)答題
【簡(jiǎn)答題】如何計(jì)算認(rèn)購(gòu)期權(quán)賣出開(kāi)倉(cāng)的到期日盈虧平衡點(diǎn)?
答案:
到期時(shí),認(rèn)購(gòu)期權(quán)賣出開(kāi)倉(cāng)盈虧平衡點(diǎn)等于行權(quán)價(jià)加上權(quán)利金。當(dāng)標(biāo)的證券價(jià)格高于盈虧平衡點(diǎn)時(shí),認(rèn)購(gòu)期權(quán)賣出開(kāi)倉(cāng)虧損,最大損失無(wú)...