Louis
2024-01-15 21:30如果這題要是問考慮交易成本的話，是不是就要加上option permium，大于308才行權了?。?/h3>
所屬：CFA Level I > Equity
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愛吃草莓的葡萄助教
2024-01-16 11:26
該回答已被題主采納
同學你好。
題目信息：“The Standard & Poor’s Depositary Receipts (SPDRs) is an exchange-traded fund in the United States that is designed to track the S&P 500 stock market index. The latest price of a share of SPDRs is $290. A trader has just bought call options on shares of SPDRs for a premium of $3 per share. The call options expire in six months and have an exercise price of $305 per share. On the expiration date, the trader will exercise the call options (ignore any transaction costs) if and only if the shares of SPDRs are trading:
A.below $305 per share.
B.above $305 per share.
C.above $308 per share.”
問題回復：是的，如果考慮交易成本的話，也就是說要包含期權費3元，只有在到期時，價格高于（305+3）時才會行權。
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