单选题
A put on Stock X with a strike price of $40 is priced at $3.00
per share ; while a call with a strike price of $40 is priced at $4.50.
What is the maximum per share loss to the writer of the uncovered put and the
maximum per share gain to the writer of the uncovered call?
the
maximum per share loss the maximum per share gain
①A. $37.00
$4.50
②B. $37.00
$37.00
③C. $4.50
$4.50
【正确答案】
A
【答案解析】The maximum loss to the uncovered put writer is the strike price less the premium, or $40.00 - $3.00 = $37.00. The maximum gain to the uncovered call writer is the premium, or $4.50.