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I would like to know that can i calculate options on futures the same way as in Awan co. In Alecto co they have used percentages. Anybody tell me how to do the Alecto Co options on futures in figures format rather than in percentages.
It does not matter whether you explain in percentages (as in Alecto) or in figures (as in Awan).
I cannot here write out a full answer to Alecto using figures, but our free lectures on foreign exchange risk management explain both ways.
I did the same format in answering the question phobos co of december 2008. I want to share my answer with you . Can i share here?
Phobos co( december 2008) answer is in different format. i have tried the answer format of Alecto co (pilot paper) and i got the same figures but i am not sure that my approach is correct or not ? one more thing on which basis we selected exercise price of 94?? i think 100 – LIBOR = 94
Unfortunately it is not possible for you to share your answer here.
However the format of your answer does not matter – all the matters is that the market can see that you understand how interest rate futures and options work.
If you got the same figures, then your format will be fine and will get full marks.
You are correct about what you say about arriving at an exercise price of 94.
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