-
Zijn we (beleggers) te pessimistisch? Put opties 3 x duurder dan calls:
Dit komt uit een commentaar van Iggo, hoofd investeringen van Axa:
But we cannot rule out non-linearities on the positive side as well as the downside. A put option on the S&P 500 at a strike of 3,800 in one-years’ time currently costs more than three times the cost of a call option at a strike of 6,000. The market is willing to pay more for downside protection than upside potential. Good scenarios are priced more cheaply because they are expected to be less likely. Like Manchester United winning a trophy any time soon! Hope springs eternal!
-
0 Replies
Sorry, there were no replies found.
Log in to reply.