[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"$fU07Pol2AhghlyZ-_2SFpZXOrKa8nUlhVsZAsZaUL7tk":3},{"answer":4,"createTime":5,"id":6,"options":7,"origin":12,"question":19,"related":20,"source":30,"type":31},[],"2023-12-19 23:39:40",117531826,[8,9,10,11],"当看涨期权深度价外时,其Delta接近0","当看涨期权深度价内时,其Delta接近1","当看跌期权深度价外时,其Delta接近1","当看跌期权处于平值状态时,其Delta接近-0.5",{"count":13,"courseId":14,"courseImg":15,"courseName":16,"workId":17,"workName":18},13,"2649aaa413a64e7ed2f8ced5738d8b2b","https:\u002F\u002Ftihai-oss-cloud.itihey.com\u002Fimg\u002F0d27132e8e4c25614916fe2373258c2e.jpg","金融衍生工具理论与实务","7f97be8ebed84ff095e13cdae5fc3b6f","期权价格敏感性指标","下列有关期权Delta的叙述,错误的是:( )",[21,32,35,44,54,63,72,81,90,100],{"answer":22,"createTime":5,"id":23,"options":24,"question":29,"source":30,"type":31},[],117531813,[25,26,27,28],"-1与1之间","-1与0之间","-0.5与0.5之间","0与1之间","股票看跌期权的Delta值通常介于:( )","v1",0,{"answer":33,"createTime":5,"id":6,"options":34,"question":19,"source":30,"type":31},[],[8,9,10,11],{"answer":36,"createTime":5,"id":37,"options":38,"question":43,"source":30,"type":31},[],117531838,[39,40,41,42],"看涨期权的Vega值必定为正值","看跌期权的Vega值必定为负值","标的物价格在履约价格附近时,Vega值最大","当价内或价外程度很深时,Vega值趋近于零","下列有关期权Vega的叙述,何者是错误的?( )",{"answer":45,"createTime":46,"id":47,"options":48,"question":53,"source":30,"type":31},[],"2023-12-19 23:39:41",117531853,[49,50,51,52],"价平","深度价内","深度价外","标的物价格明显高于履约价格","下列何种状况下,Gamma值最大?( )",{"answer":55,"createTime":46,"id":56,"options":57,"question":62,"source":30,"type":31},[],117531862,[58,59,60,61],"上涨2元","下跌2元","上涨0.5元","下跌0.5元","股票看涨期权的Delta为0.5,表示在其他情况不变下,股票价格若上涨1元,看涨期权价格会( )",{"answer":64,"createTime":46,"id":65,"options":66,"question":71,"source":30,"type":31},[],117531866,[67,68,69,70],"上涨0.7元","下跌0.7元","上涨0.3元","下跌0.3元","股票看跌期权的Delta为-0.3,表示在其他情况不变下,股票价格若上涨1元,看跌期权价格会( )",{"answer":73,"createTime":46,"id":74,"options":75,"question":80,"source":30,"type":31},[],117531875,[76,77,78,79],"0.16","0.17","0.18","0.19","当标的资产价格从100元上升到101元,90天后到期,行权价为120元的看涨期权从3.53元升到3.71元,其Delta值约为( )",{"answer":82,"createTime":46,"id":83,"options":84,"question":89,"source":30,"type":31},[],117531878,[85,86,87,88],"Delta","Gamma","Vega","Theta","以下哪个希腊字母体现出期权价格与标的价格的非线性关系( )",{"answer":91,"createTime":92,"id":93,"options":94,"question":99,"source":30,"type":31},[],"2023-12-19 23:39:42",117531892,[95,96,97,98],"上升","下降","先上升后下降","先下降后上升","看跌期权多头的Gamma值,随着期权由虚值转为实值而( )",{"answer":101,"createTime":92,"id":102,"options":103,"question":108,"source":30,"type":31},[],117531904,[104,105,106,107],"0.7","0.5","0.3","−0.3","标的资产现价 2500 点,则行权价为 2400 点的看涨期权多头的 delta 值可能为 ( )"]