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USD Exchange Rate (USD/EUR) % Cover Contracts Volume Options 1.01 1.22 1.48 0% 0% 25,000 100% 5,250 ((1.22-1.01)*25000) 0 -6,500 ((1.22-1.48)*2500) 0% 25% 25,000 75%
USD Exchange Rate (USD/EUR) | ||||||
% Cover | Contracts | Volume | Options | 1.01 | 1.22 | 1.48 |
0% | 0% | 25,000 | 100% | 5,250 ((1.22-1.01)*25000) | 0 | -6,500 ((1.22-1.48)*2500) |
0% | 25% | 25,000 | 75% | 5,250 ((1.22-1.01)*25000) | 0 | -6,500 ((1.22-1.48)*2500) |
0% | 50% | 25,000 | 50% | 5,250 ((1.22-1.01)*25000) | 0 | -6,500 ((1.22-1.48)*2500) |
0% | 75% | 25,000 | 25% | 5,250 ((1.22-1.01)*25000) | 0 | -6,500 ((1.22-1.48)*2500) |
0% | 100% | 25,000 | 0% | 5,250 ((1.22-1.01)*25000) | 0 | -6,500 ((1.22-1.48)*2500) |
25% | 0% | 25,000 | 100% | |||
25% | 25% | 25,000 | 75% | |||
25% | 50% | 25,000 | 50% | |||
25% | 75% | 25,000 | 25% | |||
25% | 100% | 25,000 | 0% | |||
50% | 0% | 25,000 | 100% | |||
50% | 25% | 25,000 | 75% | |||
50% | 50% | 25,000 | 50% | |||
50% | 75% | 25,000 | 25% | |||
50% | 100% | 25,000 | 0% | |||
75% | 0% | 25,000 | 100% | |||
75% | 25% | 25,000 | 75% | |||
75% | 50% | 25,000 | 50% | |||
75% | 75% | 25,000 | 25% | |||
75% | 100% | 25,000 | 0% | |||
100% | 0% | 25,000 | 100% | 3,725 (don't know how to get these numbers for 100% cover) | -1,525 | -1,525 |
100% | 25% | 25,000 | 75% | 2,794 ( My professor gave them to me to go by but cant figure it out) | -1,144 | -1,144 |
100% | 50% | 25,000 | 50% | 1,863 | -763 | -763 |
100% | 75% | 25,000 | 25% | 931 | -381 | -381 |
100% | 100% | 25,000 | 0% | 0 | ||
This Is for a hedging case I dont know how to get the rest of the numbers with different percent covers contracts and options please help. and put equations with them.
What would happen with a 100% hedge with forwards? A 100% hedge with options? Use the final sales volume of 25,000 and analyze the possible outcomes relative to the 'zero impact' scenario.
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