Currency option contingency graphsnbsp the current spot


Currency option contingency graphs. The current spot rate of the Singapore dollar (S$) is £0.34. The following option information is available:

l Call option premium on Singapore dollar (S$) ¼ £0.015.

l Put option premium on Singapore dollar (S$) ¼ £0.009.

l Call and put option strike price ¼ £0.36.

l One option contract represents S$70 000.

Construct a contingency graph for a short straddle using these options.

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Financial Management: Currency option contingency graphsnbsp the current spot
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