Pls tell what is exact formula for gain on options .
is it exercise price - closing spot/ closing future / closing fra ?
Ask the Tutor ACCA AFM
gain on options
When opening future is given. Closing future is not given and closing spot is not given.
How to calculate closing future price in such case?
4y ago#2The answers to both of your questions are explained in detail, with examples, in my free lectures on foreign exchange and interest rate risk management. You cannot expect me to type out all of my lectures here :-)
Sign in to reply to this topic.