单选题 Which of the following statements about moneyness is FALSE? When: A. S - X ＞ 0, a call option is in-the-money. B. S -X = 0, a call option is at-the-money. C. S - X ＞ 0, a put option is in-the-money.

【正确答案】 C

【答案解析】A put option is out-of-the-money when S ＞ X and in-the-money when S ＜ X.