connie回答（1）
Evian, CFA2021-07-19 15:58:09
Evian, CFA同学└(^o^)┘你好，
The value of a European call option at expiration is the greater of zero or the:
A value of the underlying.
B value of the underlying minus the exercise price.
C exercise price minus the value of the underlying.
应该选择B，因为IV=Max[0, S-X]
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