csc chapter10

同学，您好：
Break-even price的意思是：amount of money for which an asset must be sold to cover the costs of acquiring and owning it.

BEPcall = strike price + premium paid;

BEPput = strike price – premium paid;
 

Put option的行权价是25，购买期权的成本是premium=2, 只有对标金融物跌到23以下，行权后才能有收益。
 
最近临考且工作繁忙， 会尽快回复。