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Consider the PHLX 111 Jun EUR European call and put options with the exercise price of 111 cents per EUR. The call premium is 1.83
Consider the PHLX 111 Jun EUR European call and put options with the exercise price of 111 cents per EUR. The call premium is 1.83 cents per EUR. The put premium is 0.66 cents per EUR. The current exchange rate is 112.01 cents per EUR. Calculate the intrinsic value and the time value of the call and put options.
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