【单选题】Consider the graph of a call option shown at right. The option is a three-month American call option on €62,500 with a strike price of $1.20 = €1.00 and an option premium of $3,125. What are the value...
A.
A = –$3,125 (or –$.05 depending on your scale); B = $1.20; C = $1.25
B.
A = –€3,750 (or –€.06 depending on your scale); B = $1.20; C = $1.25
【单选题】Assume S = $31.75, div = 0, r = 0.03, and σ= 0.20, and 90 days until the expiration of a standard call option. A call on call compound option with an exercise price of $2.00 has 180 days until expirat...