An option’s premium is determined by the following factors except______.

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问题 An option’s premium is determined by the following factors except______.

选项 A、the liquidity of the underlying asset
B、the strike price of the option
C、the current price of the underlying asset
D、the time remaining until expiration

答案A

解析 答案为A项。期权费的决定因素包括期权合约的到期时间、期权所涉基础资产的当前市场价、执行价和执行价的预期波动程度。奉题中只有A项之意“基础资产的流动性”不是决定因素,故选A项。
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