Solution-What is the option moneyness

What is the option moneyness

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A call option is written on a futures contract. It has a three-month maturity and a strike price of EUR 100. Three-month interest rates are 4%. The current futures price is EUR 100. What is the option moneyness?

Reference no: EM131066549

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What is the option moneyness : A call option is written on a futures contract. It has a three-month maturity and a strike price of EUR 100. Three-month interest rates are 4%. The current futures price is EUR 100. What is the option moneyness?

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What is the option moneyness

Reference no: EM131066549

Reference no: EM131066549

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