虚值期权
- 网络out of the money;out-of-the-money;out-of-the-money option;out-of-money option
虚值期权-
但事实上波动率是随着执行价格的变化而变化，尤其是对于那些深度实值期权和虚值期权，这就是我们经常观察到的波动率微笑现象。
But in fact , volatility changes as exercise price , especially for the deep in-the-money and out-the-money options , which is the observed phenomenon of " volatility smile " .
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这对债主和交易伙伴而言是个好消息，但这只会留给股东一些定价过高、且深度虚值的看涨期权。
That is good news for lenders and counterparties but only leaves shareholders with an overpriced , deep out of the money call option .