设期货看涨期权的执行价格为K，其标的资产期货价格为F，若F＜K，则其内涵价值等于()。A:K-F B:0 C:F-K D:K

作者: tihaiku 人气: - 评论: 0

问题设期货看涨期权的执行价格为K，其标的资产期货价格为F，若F＜K，则其内涵价值等于()。

选项 A:K-F B:0 C:F-K D:K

答案 B

解析看涨期权执行价格大于期货价格，为虚值期权，内涵价值=Max[F-K,0]=0

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