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