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gain on options

This topic has 2 replies, 2 voices, and was last updated 4 months ago by John Moffat.

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February 21, 2022 at 4:13 am #649021
Frooti
- Topics: 51
- Replies: 55
Pls tell what is exact formula for gain on options .

is it exercise price – closing spot/ closing future / closing fra ?
February 21, 2022 at 4:16 am #649022
Frooti
- Topics: 51
- Replies: 55
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?
February 21, 2022 at 9:37 am #649047
John Moffat
Keymaster
- Topics: 57
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The 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 🙂
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