kathy sham2024-02-04 00:13:17
Q4 如何理解(10000/100)?一開始COST PER COLLAR CONTRACT X100我明天是因為OPTIONSIZE要TIMES 大100, 之後為何又*10000/100?? 不理解
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Simon2024-02-04 09:44:14
同学,上午好。因为Raghav retains 20,000 NAIC shares,而hedge half of his NAIC holdings with bear put spreads and another half with collar option strategy,所以每个策略各对冲10,000股,那么合计10,000/100=100份合约。每个策略各要用到100份合约。
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