KT Option Strategies is evaluating 90 day maturity Aussies calls and puts Aussies spot and forward are both priced in American terms The option information is below Option Put on Aussies Call on Aussies Assumptions Current spot rate (USS Aussies) in Aussies USS Maturity of forward and options (day...

To determine if the call and put options are in at or outofthemoney we compare the strike price of t ...

KT Option Strategies is evaluating 90 day maturity Aussies calls and puts. Aussies spot and forward...

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Market Practice In Financial Modelling

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KT Option Strategies is evaluating 90 day maturity Aussies calls and puts. Aussies spot and forward...

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Market Practice In Financial Modelling

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