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2022年个股期权测试题 .pdf

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1、二级题库单选题（共10 题，每题10 分）1、关于认购期权买入开仓的盈亏，说法不正确的是（D）A.若标的证券价格上升至“行权价格+权利金”，则达到盈亏平衡点B.若到期日证券价格高于行权价，投资者买入认购期权的收益=证券价格-行权价-付出的权利金C.若到期日证券价格低于或等于行权价，投资者买入认购期权的亏损额=付出的权利金D.投资者买入认购期权的亏损是无限的2、当标的证券价格下跌时，投资者可以卖出此前买入的认沽期权获得权利金价差收入，此操作叫做（B）A.行权B.平仓C.放弃行权D.强制行权1、买入认购期权的最大收益为（D）A.0 B.权利金C.行权价格D.没有上限2、关于认沽期权买入开仓成本和到

2、期损益，说法错误的是（D）A.认沽期权买入开仓的成本是投资者买入认沽期权时所需支付的权利金B.若到期日证券价格低于行权价，投资者买入认沽期权的收益=行权价-证券价格-付出的权利金C.若到期日证券价格高于或等于行权价，投资者买入认沽期权的亏损额=付出的权利金D.若到期日证券价格低于行权价，投资者买入认沽期权的亏损额=付出的权利金3、以下不属于买入期权的风险的有（B）A.到期时期权为虚值，损失全部权利金B.维持保证金变化需追加保证金C.期权时间价值随到期日临近而减少D.行权时本金（或证券）不足被强行平仓4、当认购期权的行权价格（B），对买入开仓认购期权并持有到期投资者的风险越大，当认沽期权的行权价

3、格（），对买入开仓认沽期权并持有到期投资者的风险越大A.越高；越高B.越高；越低C.越低；越高D.越低；越低5、假设其他参数不变，行权价格越高，对应的认购期权和认沽期权理论价值分别(C)A.越高；越高B.越高；越低C.越低；越高D.越低；越低6、下列哪一个值可能是某个认沽期权的Delta(B)A.-1.5 B.-0.5 C.0.5 D.1 7、杨先生以0.5 元每股的价格买入行权价为20 元的某股票认购期权，则其盈亏平衡点是股票价格为（C）A.19.5 元B.20 元C.20.5 元D.21 元10、对于现价为12 元的某一标的证券，其行权价格为12 元、1 个月到期的认沽期权权利金价格为0.

4、25 元，则该认沽期权合约的Delta 值大致为A.0.53 B.-0.92 C.-0.25 D.-0.51 单选题（共10 题，每题10 分）2、已知当前股价为10 元，该股票行权价格为9 元的认沽期权的权利金是1 元，则买进认沽期权的盈亏平衡点是每股（C）元A.10 文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4

5、文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z

6、3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7

7、O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1

8、X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O

9、9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9

10、F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6G1X4文档编码:CY9P6O9Z3Q6 HE3U2L9F7O10 ZP5F3U6

11、G1X4B.9 C.8 D.7 5、下列情况下，delta 值接近于1 的是(B)A.深度虚值的认购期权权利方B.深度实值的认购期权权利方C.平值附近的认购期权权利方D.以上皆不正确6、Delta 是衡量(A)的变化引起期权价格变化的程度A.标的资产价格B.波动率C.无风险利率D.到期时间8、某投资者判断甲股票价格将会下跌，因此买入一份执行价格为45 元的认沽期权，权利金为1 元（每股）。则该投资者在期权到期日的盈亏平衡点是(A)A.股票价格为44 元B.股票价格为45 元C.股票价格为46 元D.股票价格为47 元9、杠杆性是指(A)A.收益性放大的同时，风险性也放大B.收益性放大的同时，风

12、险性缩小C.收益性缩小的同时，风险性放大D.以上说法均不对10、对于现价为12 元的某一标的证券，其行权价格为10 元、只有1 天到期的认购期权权利金价格为2.15 元，则该认购期权合约的Delta 值大致为(D)文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2

13、 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文

14、档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6

15、N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1

16、F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J

17、3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9

18、I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3A.0.52 B.-0.99 C.0.12 D.0

19、.98 单选题（共10 题，每题10 分）1、王先生对甲股票特别看好，但是目前手头资金不足，则其可以对甲股票期权做如下操作(A)A.买入认购期权B.卖出认购期权C.买入认沽期权D.以上均不正确2、老张买入认沽期权，则他的(A)A.风险有限，盈利有限B.风险有限，盈利无限C.风险无限，盈利有限D.风险无限，盈利无限3、下列哪一项不属于买入开仓认购期权的风险(A)A.保证金风险B.流动性风险C.标的下行风险D.交割风险5、某投资者认为甲公司的股价在未来一个月会上涨，该公司目前股价是30 元，于是投资者买入行权价为 32元、一个月后到期的认购期权。目前该期权价格为每股2.2 元，这次投资的盈亏平衡点

20、是（）元(B)A.34.2 B.32.2 C.30.2 D.30 6、认沽期权的 Delta 值为(C)A.0 B.正数文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2

21、M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF

22、6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY1

23、0W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2

24、M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:

25、CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 H

26、Y10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3C.负数D.都有可能4、行权价对买入开仓的影响，说法正确的是(A)A.对于认购期权来说，到期日股价越高出行权价，则收益越大B.对于认购期权来说，

27、到期日股价越低于行权价，则收益越大C.对于认沽期权来说，到期日股价越高出行权价，则亏损越大D.对于认沽期权来说，到期日股价越低于行权价，则亏损越大5、已知当前股价为10 元，无风险利率4%，行权价格是9 元、3 个月后到期的欧式认沽期权的权利金是1.5 元，则相同行权价格与到期月份的美式认沽期权的权利金可能是（C）元A.1 B.0.8 C.1.5 D.1.7 6、下列哪一个值可能是某个认购期权的Delta(C)A.-1 B.-0.5 C.0.5 D.1.5 8、老王判断某股票价格将会下跌，因此买入一份执行价格为50 元的该股票认沽期权，权利金为1 元。当该股票价格高于（B）元时，该投资者无法获

28、利A.48 B.49 C.50 D.51 10、目前甲股票价格为20 元，行权价为20 元的认沽期权权利金为3 元。该期权的Delta 值可能为（A）A.-50%B.50%文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C

29、4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W

30、9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2

31、M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF

32、6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY1

33、0W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2

34、M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3C.100%D.-100%1、史先生以 0.4 元每股的价格买入行权价为20 元的甲认购期权

35、（合约单位为10000 股），则其盈亏平衡点是每股（C）A.19.6 元B.20 元C.20.4 元D.20.8 元2、林先生以 0.2 元每股的价格买入行权价为20元的甲股票认沽期权（合约单位为10000 股），则股票在到期日价格为多少时，王先生能取得2000元的利润（A）A.19.6 元B.19.8 元C.20 元D.20.2 元4、王先生以 0.2 元每股的价格买入1 张行权价为 20 元的甲股票认购期权C1（合约单位为 10000 股），买入 1 张行权价为 24元的甲股票认购期权C2，股票在到期日价格为22 元，则王先生买入的认购期权（A）A.C1 行权，C2不行权B.C1 行权，C

36、2行权C.C1不行权，C2不行权D.C1不行权，C2行权5、下列关于欧式期权和美式期权，正确的是（B）A.欧式期权主要在欧洲，美式期权主要在美国B.欧式期权只有到期日，买方才可以行使权利C.美式期权只有到期日，买方才可以行使权利D.以上均不正确6、Delta 是衡量(A)的变化引起期权价格变化的程度A.标的资产价格B.波动率C.无风险利率D.到期时间7、某投资者判断甲股票价格将会持续上涨，因此买入一份执行价格为65 元的认购期权，权利金为1元（每股）。则该投资者在期权到期日的盈亏平衡点是股票价格为(C)A.64 元B.65 元C.66 元D.67 元8、某投资者判断甲股票价格将会持续下跌，因此

37、买入一份执行价格为65 元的认沽期权，权利金为1元（每股）。则该投资者在期权到期日的盈亏平衡点是(A)A.股票价格为 64 元B.股票价格为 65 元文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY1

38、0W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2

39、M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:

40、CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 H

41、Y10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 Z

42、E2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编

43、码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3C.股票价格为 66 元D.股票价格为 67 元9、某股票现在的价格为50 元，其对应行权价为48元的认购期权合约

44、价格为4 元，假设该股票短时间内的 Delta 为 0.6，则该期权此时的杠杆倍数为(C)A.12.5 B.12 C.7.5 D.7.2 10、认购实值期权delta 值的取值范围最接近下列哪项(B)A.0.00 B.0.50 C.-0.5 D.-1 1.某投资者买入股票认购期权，是因为该投资者认为未来的股票行情是（A）A.上涨B.不涨C.下跌D.不跌2.关于认沽期权买入开仓和到期损益，说法错误的是（D）A.认沽期权买入开仓的成本是投资者买入认沽期权时所需支付的权利金B.若到期日证券价格低于行权价，投资者买入认沽期权的收益=行权价-证券价格-付出的权利金C.若到期日证券价格高于或等于行权价，投

45、资者买入认沽期权的亏损额=付出的权利金D.若到期日证券价格低于行权价，投资者买入认沽期权的亏损额=付出的权利金3.实值认购期权在到期时投资者不进行行权，则期权到期后价值变为（C）A.内在价值B.时间价值C.零D.权利金5.相同情况下，美式期权的权利金比欧式期权的权利金（C）A.高B.低C.相同D.无法比较6.希腊字母delta 反映的是（A）A.权利金随股价变化程度B.权利金随股价凸性变化程度C.权利金随时间变化程度D.权利金随市场无风险利率变化程度文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE

46、2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码

47、:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9

48、HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2

49、ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档

50、编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N9 HY10W9A7D1F2 ZE2M2M3B7J3文档编码:CF6C4G9I6N

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关键词：: 2022年个股期权测试题 2022 个股期权测试

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