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Assume that the Japanese yen is trading at a spot price of 92.25 cents per 100 yen. Further assume that the premium of an American
Assume that the Japanese yen is trading at a spot price of 92.25 cents per 100 yen. Further assume that the premium of an American call (put) option with a striking price of 93.07 is 2.80 (2.90) cents. Calculate the intrinsic value and the time value of the call and put options. (A Negative value should be indicated with a minus sign. Do not round intermediate calculations. Enter your answers in cents per 100 yen. Round your answers to 2 decimal places.)
Options Intrinsic value Time Value Call Put
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