6月份,某交易者以200美元/吨的价格买入4手(25吨/手)执行价格为4000美元/吨的3个月期铜看跌期权。当该投资处于损益平衡点时,期权标的物的市场价应为( )美元
2023-05-24
A.4170
B.4000
C.4200
D.3800
参考答案:D
B.4000
C.4200
D.3800
参考答案:D
权利金=200425=20000,买进看跌期权损益平衡点=执行价格-权利金,(4000-市场价格)425=20000,市场价格=3800
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