Using the market data in the options' board below, show the net terminal value of a long position in one $113$ June Euro put option at the following terminal spot prices $($stated in U$.$S$.$ cents per Euro$)$: $101,105,110,115,$ and $119.$ Ignore any time value of money effect.

$\backslash$table$[[$NASDAQ OMX PHLX Options,,Calls,Puts$],[$Japanese Yen,,,$],[1,000,000$ J Yen$-100$ths of a cent per unit.,,,$],[110,$June,$1\mathrm{.}05,1\mathrm{.}78],[111,$June,$0\mathrm{.}66,2\mathrm{.}38],[112,$June,$0\mathrm{.}39,3\mathrm{.}10],[110,$September,$1\mathrm{.}40,2\mathrm{.}89],[111,$September,$1\mathrm{.}03,3\mathrm{.}53],[112,$September,$0\mathrm{.}74,4\mathrm{.}24],[$Euro$,,,],[10,000$ Euro$-$cents per unit.,,,$],[111,$June,$3\mathrm{.}41,0\mathrm{.}41],[111\mathrm{.}5,$June,$3\mathrm{.}01,0\mathrm{.}50],[112,$June,$2\mathrm{.}63,0\mathrm{.}62],[112\mathrm{.}5,$June,$2\mathrm{.}28,0\mathrm{.}75],[113,$June,$1\mathrm{.}94,0\mathrm{.}91],[111,$September,$4\mathrm{.}54,0\mathrm{.}72],[112,$September,$3\mathrm{.}78,0\mathrm{.}94],[113,$September,$3\mathrm{.}09,1\mathrm{.}23],[114,$September,$2\mathrm{.}47,1\mathrm{.}59],[115,$September,$1\mathrm{.}92,2\mathrm{.}04]]$