Question
Given that a yen call is bought (held) with a strike of yen 120.00/$ at a premium of 0.0125 cents per yen and the option
Given that a yen call is bought (held) with a strike of yen 120.00/$ at a premium of 0.0125 cents per yen and the option is for yen 12,500,000, what is the profit or loss if the spot at maturity is yen 125.00/$ ?
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Handbook Of Financial Risk Management
Authors: Thierry Roncalli
1st Edition
1138501875, 978-1138501874
