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The European-style weekly EUR/USD option contract comes with a futures contract of EUR 125,000 whose last trading day is two business days prior to the
- The European-style weekly EUR/USD option contract comes with a futures contract of EUR 125,000 whose last trading day is two business days prior to the third Wednesday of the contract month. The weekly EUR/USD futures option stop trading on Friday of the week. The day-count convention is actual/actual. The current call price is $0.0135 with the exercise price of $10250 cents every EUR 100 and a deliverable June 2022 EUR/USD futures contract on May 16, 2022 and will end on May 20, 2022. What is the put price when the current June futures price is $1.0383, the current euro interest rate is 0.015% and the dollar interest rate is 0.9510%?
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