Problem 7-9 (algorithmic) Question Help Henrik's Options. Assume Henrik writes a call option on euros with a strike price of $1.2500/ at a premium of 3.80 per euro ($0.0380/) and with an expiration date three months from now. The option is for 100,000. Calculate Henrik's profit or loss should he exercise before maturity at a time when the euro is traded spot at strike prices beginning at $1.10/, rising to $1.347 in increments of $0.04