Before Event After Event Spot rate $.0072 $.0072 $.0072 Option Information: Exercise price ($) $.00756 $.00756 $.00792 Exercise price (% above spot)...

Â

Before Event

After Event

Spot rate

$.0072

$.0072

$.0072

Option Information:

Â

Â

Â

Exercise price ($)

$.00756

$.00756

$.00792

Exercise price (% above spot)

5%

5%

10%

Option premium per yen ($)

$.0001134

$.0001512

$.0001134

Option premium (% of exercise price)

1.5%

2.0%

1.5%

Total premium ($)

$1,417.50

$1,890.00

$1,417.50

Amount paid for yen if option is exercised (not including premium)

$94,500

$94,500

$99,000

Futures Contract Information:

Â

Â

Â

Futures price

$.006912

$.006912