- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 8. Pricing and Valuation of Options
- Subject 2. Arbitrage and Replication
CFA Practice Question
A European stock index call option has a strike price of $1,160 and a time to expiration of 0.25 years. Given a risk-free rate of 4 percent, if the underlying index is trading at $1,200 and has a multiplier of 1, then the lower bound for the option price is closest to ______.
B. $40.00
C. $51.32
A. $28.29
B. $40.00
C. $51.32
Correct Answer: C
The lower bound on a European call is either zero or the underlying asset's price minus the present value of the exercise price, whichever is greater.
$1200 - ($1160 / 1.040.25) = $51.32
User Contributed Comments 2
User | Comment |
---|---|
Inaganti6 | In reality they won't be nice enough in the real test to give you .25 directly no way they'll be that kind. |
dbedford | Because it's super hard to know that you should divide the number of days by 365? |