$1.1300 $.00426 Oct $.00299 $1.1200 $.00443 Oct $.00278 $1.1100 $.00448 Oct $.00267 $1.1000 $.00462 Oct $.00265 a. Consider the 1.15 Sept EUR European call option. Suppose that at expiration, the spot rate is $1.2034/EUR. At what cost, can the owner of this call option purchase EUR 10.000 and what would be his gain or loss? b. Consider the 1.12 Oct EUR European put. Suppose that at expiration, the spot rate is $105.33/EUR. At what amount of proceeds, can the owner of this put option sell EUR 10.000 and what would be his gain or loss? 1:07 PM Puts and Call Options Current Spot Rate for the Euro = $1.0933 / Euro Strike Price Maturity Month Call Price Put Price for one option for one option $1.1700 $.00401 Sept $.00326 $1.1600 $.00407 Sept $.00315 $1.1500 $.00417 Sept $.00310 $1.1400 $.00422 Sept $.00302 $1.1300 $.00426 Oct $.00299 $1.1200 $.00443 Oct $.00278 $1.1100 $.00448 Oct $.00267 $1.1300 $.00426 Oct $.00299 $1.1200 $.00443 Oct $.00278 $1.1100 $.00448 Oct $.00267 $1.1000 $.00462 Oct $.00265 a. Consider the 1.15 Sept EUR European call option. Suppose that at expiration, the spot rate is $1.2034/EUR. At what cost, can the owner of this call option purchase EUR 10.000 and what would be his gain or loss? b. Consider the 1.12 Oct EUR European put. Suppose that at expiration, the spot rate is $105.33/EUR. At what amount of proceeds, can the owner of this put option sell EUR 10.000 and what would be his gain or loss? 1:07 PM Puts and Call Options Current Spot Rate for the Euro = $1.0933 / Euro Strike Price Maturity Month Call Price Put Price for one option for one option $1.1700 $.00401 Sept $.00326 $1.1600 $.00407 Sept $.00315 $1.1500 $.00417 Sept $.00310 $1.1400 $.00422 Sept $.00302 $1.1300 $.00426 Oct $.00299 $1.1200 $.00443 Oct $.00278 $1.1100 $.00448 Oct $.00267