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发帖数: 432 | 1 If you add any deep-in-money the call price and the strike price, there is
is a difference of about $0.15 between the sum and the stock price($24.99),
for example call at $2.50 is $22.35, thus you will pay 24.99-22.35 = 2.64
for the shorting call and buy stock transaction. If the owner of the option
excercise one day before the dividend day, you will lose since you will be
paid $2.5 for the exercise of the option and no dividend which can not offset what you paid $2.65, so you lose $0.14 |
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