Shing
2023-05-02 19:35The question said the price is lower than the strike price of put. But the solution said the put OTM?
所屬：CFA Level I > Derivatives 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Evian, CFA助教
2023-05-02 21:14
該回答已被題主采納
ヾ(?°?°?)??你好同學(xué)，
A protective put and a fiduciary call produce the same result.
Put call parity is c+K=p+S
c+K is fiduciary call
p+S is protective put
When the underlying stock price is lower than strike price K, the put option is out of money.
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