[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-futures_prac-115-2-033":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"futures_prac","期貨商業務員資格測驗——期貨交易理論與實務","c5",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"futures_prac-115-2-033","115-2",33,"其他條件不變下，價內臺指買權越深價內，時間價值變化為：",[13,14,15,16],"上升","不變","下降","不受影響",2,"選擇權基本概念與交易策略",1,"權利金可拆成內含價值與時間價值兩塊，時間價值反映的是到期前標的還有多少機會再往有利方向移動。當買權越深價內，Delta 越接近 1、履約幾乎成為定局，價格波動幾乎全數反映在內含價值上，額外機會所帶來的不確定性大幅縮小，時間價值因而遞減並趨近於零，損益型態越來越像期貨多頭部位，故選(C)。時間價值以價平附近最大，往深價內與深價外兩端都會下滑，呈現中間高、兩側低的形狀。(A)方向剛好相反；(B)時間價值同時受價內外程度、剩餘天期與波動率牽動，不會固定不變；(D)更是誤解，價內程度正是決定時間價值高低的關鍵變數之一。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"futures_prac-114-3-014","多頭垂直價差策略適用於預期標的物：",14,{"id":28,"question":29,"qno":30},"futures_prac-114-3-015","買入 6 月份 S&P500 期貨 1,380 買權，賣出 9 月份 S&P500 期貨 1,390 買權，此為：",15,{"id":32,"question":33,"qno":34},"futures_prac-114-3-016","期權委託，在下單時除須註明商品種類、月份、履約價格、買權或賣權外，下列何者說明是必要的？",16,{"id":36,"question":37,"qno":38},"futures_prac-114-3-017","若投資人預期美國聯邦準備理事會近期的未來，仍要引導市場利率上升，投資人想要執行投機性交易，投資人應進行以下何種策略最適合？",17,{"id":40,"question":41,"qno":42},"futures_prac-114-3-018","關於賣出買權(writing a call option)和買進賣權(buying a put option)的描述,下列哪項是正確的？",18,{"id":44,"question":45,"qno":46},"futures_prac-114-3-037","認為標的物之市價下跌機會較大，則應：",37,1785904152028]