If investors expect that the euro will appreciate in one month, they will buy two European-style EUR Call / USD Put at the execution price of EUR / USD = 1.0850 in CME on November 27, 2015, each contract amount is 125,000 EUR. The contract expiry date is December 11, 2015, and the option fee is 0.0035~0.0043. Please answer the following questions:(1) How much option fee should the investor pay in US dollars?(2) Assuming that when the option expires, the market spot exchange rate is EUR / USD = 1.0627, should investors exercise the right, and what is the profit or loss?(3) Assuming that when the option expires, the market spot exchange rate is EUR / USD = 1.0915, should investors exercise, and what is the profit or loss?
If investors expect that the euro will appreciate in one month, they will buy two European-style EUR Call / USD Put at the execution price of EUR / USD = 1.0850 in CME on November 27, 2015, each contract amount is 125,000 EUR. The contract expiry date is December 11, 2015, and the option fee is 0.0035~0.0043. Please answer the following questions:(1) How much option fee should the investor pay in US dollars?(2) Assuming that when the option expires, the market spot exchange rate is EUR / USD = 1.0627, should investors exercise the right, and what is the profit or loss?(3) Assuming that when the option expires, the market spot exchange rate is EUR / USD = 1.0915, should investors exercise, and what is the profit or loss?
发布时间：2025-10-18 01:30:23
