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在其他因素不变的情况下,下列变动中能够引起看跌期权价值上升的是( )。A.股价波动率下降

A.股价波动率下降
B.执行价格下降
C.股票价格上升
D.预期红利上升

【参考答案】

D
【考点】期权价值的影响因素股价波动率和看跌期权的价值同向变动,所以选项A会引起看跌期权价值下降;执行价格和看......

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