【单选题】【消耗次数：1】
标的资产现价2500点，则行权价为2400点的看涨期权多头的Delta值可能为？
①
0.7
②
0.5
③
0.3
④
-0.3
参考答案：
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【判断题】
沪深300股指为2000点，投资者买进一份行权价格为2200点的沪深300看跌期权，期权费为100点。若期权到期时，指数期权交割结算价格为2100点，则投资者达到盈亏平衡
①
正确
②
错误
【多选题】
下列关于看涨期权牛市差价策略多头正确的是？
①
当标的价格跌破较低的执行价格时，牛市差价组合的价值很小
②
到期日当天当标的价格涨过较高的执行价格时，牛市差价组合的价值将升至最大值
③
组合的价值随着时间流逝逐渐向到期日时的价值靠拢
④
在距离到期日较远时，当标的价格跌破较低的执行价格时，牛市差价组合的Delta值为0
【多选题】
交易者预期沪深300指数将在一个月后由2300点上涨到2400点，则他在下列到期日为一个月的欧式股指期权产品中，应该考虑进行（ ）交易并持有到期。
①
买入执行价为2450点的看涨期权
②
卖出股指期货
③
买入执行价为2350点的看涨期权
④
卖出执行价为2300点的看跌期权
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