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Please answer the next question based on the following quotes on currency options contracts for Swiss francs (CHF), where each contract has 62,500 CHFs.
Please answer the next question based on the following quotes on currency options contracts for Swiss francs (CHF), where each contract has 62,500 CHFs. Exercise prices, call and put premiums are in cents. Calls Vol. Last Puts Vol. Last 62,500 Swiss Francs-European Style. 77 Oct 10 2.78 77 Dec 31 3.60 78 Nov 47 0.23 78 Dec 14 2.66 100 0.43 79 Oct 50 0.27 79 Nov 5 1.59 79 Dec 5 2.04 80 Nov 5 1.00 2111 80 Dec 1.39 81 Oct 81 Nov 10 1.55 81 Dec 45 0.99 82 Nov 10 0.33 83 Nov 47 0.20 15 3.12 83 Dec 0.40 The cost of buying one CHF put options contract with an exercise price of $0.79 which expires on the 3rd Wednesday of October is: O $16.88
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