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Currency Exchange

Forums › ACCA Forums › ACCA AFM Advanced Financial Management Forums › Currency Exchange

  • This topic has 1 reply, 2 voices, and was last updated 9 years ago by AvatarJohn Moffat.
Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • February 10, 2017 at 11:01 pm #371909
    Avatarreosarogi
    Member
    • Topics: 5
    • Replies: 2
    • ☆

    please need your help in calculating Premium and Under/Overhedge in currency option
    when you buy call option Premium exchange spot rate – buy rate
    underhedge Fwd rate – buy rate
    overhedge Fwd Rate – Sell rate

    Sell put option Premium Exchange Spot rate – sell rate
    Underhedge Fwd rate – sell rate
    overhege fwd rate – buy rate

    Please need your assistance to help know the rate to use at every point in time

    February 11, 2017 at 6:13 pm #371990
    AvatarJohn Moffat
    Keymaster
    • Topics: 57
    • Replies: 54838
    • ☆☆☆☆☆

    You need to watch my free lectures on options 🙂

  • Author
    Posts
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