Using the market data in Exhibit 7.6, show the net terminal value of a long position in one 111 June Japanese yen European CALL contract at the following terminal spot prices (stated in U.S. cents per 100 yen): 100, 104, 109, 114, and 118. Ignore any time value of money effect.
Using the market data in Exhibit 76, show the net terminal value of a long position in one 111 June Japanese yen European call contract at the following terminal spot prices (stated in U.S. cents per 100 yen): 100,104,109,114, and 118 ignore any time value of money effect. Required: Note: A Negative value should be indicated with a minus sign. \begin{tabular}{|l|l|l|l|l|} \hline NASDAQ OMX PHLX Options & & Calk & Puts & \\ \hline Japanese Yen & & & & 110.07 \\ \hline 1,000,000 J .Yen-100ths of a cent per unit. & & & \\ \hline 109 & June & 1.56 & 1.30 & \\ \hline 110 & June & 1.05 & 1.78 & \\ \hline 111 & June & 0.66 & 2.38 & \\ \hline 112 & June & 0.39 & 3.10 & \\ \hline 109 & Septemper & 1.86 & 2.32 & \\ \hline 110 & Septemper & 1.40 & 2.89 & \\ \hline 111 & Septemper & 1.03 & 3.53 & \\ \hline 112 & Septemper & 0.74 & 4.24 & \\ \hline Euro & & & & 113.14 \\ \hline 10,000 Euro-cents per unit. & & & & \\ \hline 111 & June & 3.41 & 0.41 & \\ \hline 111.5 & June & 3.01 & 0.50 & \\ \hline 112 & June & 2.63 & 0.62 & \\ \hline 112.5 & June & 2.28 & 0.75 & \\ \hline 113 & June & 1.94 & 0.91 & \\ \hline 111 & Septemper & 4.54 & 0.72 & \\ \hline 112 & Septemper & 3.78 & 0.94 & \\ \hline 113 & Septemper & 3.09 & 1.23 & \\ \hline 114 & Septemper & 2.47 & 1.59 & \\ \hline 115 & Septemper & 1.92 & 2.04 & \\ \hline \end{tabular} Using the market data in Exhibit 76, show the net terminal value of a long position in one 111 June Japanese yen European call contract at the following terminal spot prices (stated in U.S. cents per 100 yen): 100,104,109,114, and 118 ignore any time value of money effect. Required: Note: A Negative value should be indicated with a minus sign. \begin{tabular}{|l|l|l|l|l|} \hline NASDAQ OMX PHLX Options & & Calk & Puts & \\ \hline Japanese Yen & & & & 110.07 \\ \hline 1,000,000 J .Yen-100ths of a cent per unit. & & & \\ \hline 109 & June & 1.56 & 1.30 & \\ \hline 110 & June & 1.05 & 1.78 & \\ \hline 111 & June & 0.66 & 2.38 & \\ \hline 112 & June & 0.39 & 3.10 & \\ \hline 109 & Septemper & 1.86 & 2.32 & \\ \hline 110 & Septemper & 1.40 & 2.89 & \\ \hline 111 & Septemper & 1.03 & 3.53 & \\ \hline 112 & Septemper & 0.74 & 4.24 & \\ \hline Euro & & & & 113.14 \\ \hline 10,000 Euro-cents per unit. & & & & \\ \hline 111 & June & 3.41 & 0.41 & \\ \hline 111.5 & June & 3.01 & 0.50 & \\ \hline 112 & June & 2.63 & 0.62 & \\ \hline 112.5 & June & 2.28 & 0.75 & \\ \hline 113 & June & 1.94 & 0.91 & \\ \hline 111 & Septemper & 4.54 & 0.72 & \\ \hline 112 & Septemper & 3.78 & 0.94 & \\ \hline 113 & Septemper & 3.09 & 1.23 & \\ \hline 114 & Septemper & 2.47 & 1.59 & \\ \hline 115 & Septemper & 1.92 & 2.04 & \\ \hline \end{tabular}