A call option is written on a futures contract it has a
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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a call option is written on a futures contract it has a three-month maturity and a strike price of eur 100 three-month
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