In a One Day FX trade what is my potential profit and potential loss if I BUY 400,000 units of the USD/JPY pair at ? with a PIP value of USD40, Stop loss at 142.735, and Take Profit at 141.035?
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In a One Day FX trade what is my potential profit and potential loss if I BUY 400,000 units of the USD/JPY pair at ? with a PIP value of USD40, Stop loss at 142.735, and Take Profit at 141.035?
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- In a One Day FX trade what is my potential profit and potential loss if I BUY 400,000 units of the EUR/USD pair at 1.10719 with a PIP value of USD40, Take Profit at 1.11308 and Stop loss at 1.10208?i sold a call option with an exercise price of $1.20/euro. the premium was $0.02/euro. what is my profit or loss if the exchange rate is $1.205/euro?You purchase a futures contract in euros for $170,000. The trading unit is 125,000 euros. What is the ratio of cents to euros in this contract? (Divide the dollar con- tract size by the size of the trading unit.) Assume you are required to put up $4,000 in margin and the euro increases by 3¢ (per euro). What will be your return as a percentage of margin?
- You buy a European call option priced at $0.025/€ on €225,000 at a strike price of $1.50/€. If at maturity, the observed price is $1.60/€, what is the total net cash flow involved at the end of this investment whether you exercise or do not exercise this option?You buy a European put option priced at $0.025/€ on €225,000 at a strike price of $1.50/€. If at maturity, the observed price is $1.60/€, what is the total net cash flow involved at the end of this investment whether you exercise or do not exercise this option?please answer the question2 with the data in question1
- Assume that today the euro futures contracts with a September 15th delivery date are priced at $1.3680/€ . Suppose that you sold 15 contracts of the euro futures today. If, by September 15th the spot rate is $1.3260/€ , your total profit/loss on your position is (the euro futures contract size is €125,000). $78,750 loss $78,750 gain €78,750 loss €5,250 loss None of the abovSuppose you observe the following one-year interest rates, spot exchange rates and futures prices. Futures contracts are available on €10,000. How much risk-free arbitrage profit could you make on one contract at maturity from this mispricing? Exchange Rate Interest Rate APR So($/EL F380(S/E) $1.45 €1.00 is 4% $1.48 = €1.00 3% (Note: If you are unable to view the image shown above, you can download it: interestTable.PNG) O $159.22. O $153.10. $439.42. Onone of the options.Please give me answer very fast in 5 min sau
- You buy an American call option priced at $0.025/€ on €225,000 at a strike price of $1.50/€. You wait until expiration date where the observed price is $1.40/€. What is total net cash flow involved at the end of this investment whether you exercise or do not exercise this option? [Ignore TVM]The exchange rate is ¥99/€, the yen-denominated interest rate is 1.5%, the euro- denominated interest rate is 3.5%, and the exchange rate volatility is 10%. Based on the Black-Scholes option pricing model, what is N(d1) when computing the price of a 90-strike yen-denominated euro call with 6 months to expiration? 0.744911 0.829755 0.892849 0.639698 0.721683Question Il: Suppose that the exchange rate is $0.92/e. Let rs= 4%, and re= 3%, u = 1.2, d = 0.9, T = 0.75, number of binomial periods = 3, and K = $1.00 Use Binomial Option pricing to answer the following two questions. (a) What is the price of a 9-month European call? (b) What is the price of a 9-month American call?