Can someone help me understand EUREX EUR/USD Options?

Discussion in 'Options' started by cbpapi, Oct 25, 2015.

  1. cbpapi

    cbpapi

    I have trouble understanding how those options are priced. To be more specific, I'll give an example.

    I buy the following option:

    PUT EUR/USD (Buy USD, Sell EUR)
    Strike Price: 1.10
    Expiry Date: 01 MARCH 2016
    Price: $0.02625
    Contract Size: EUR 100,000


    Actually, if I input price 0.02625 and quantity 1 to my online broker, it presents me as final price: $2.625, so I suppose that I buy 100 contracts (and therefore I have the right to buy 11,000,000 USD for 10,000,000 euros)

    Now suppose that on 01 March 2016, the current rate is 1.05 USD for 1 EUR. According to the data above, how much should my profit be? I would expect it to be:
    USD 500,000 from the formula: (100 contracts)*[(100,000 EUR)*(1.10 USD)-(100,000 EUR)*(1.05 USD)]

    On the other hand, it's impossible to make such a profit with a $2 investment, so what have I understood wrong about those options?

    For more info about the options I'm asking about, you can check here: http://www.eurexchange.com/exchange...gleViewOption?callPut=Put&maturityDate=201603
     
  2. donnap

    donnap

    I don't know much about FX options, but I'd say that the multiplier should be 100,000. Those options may cost $2625 each. The 100 contract trade would cost 262,500.
     
    cbpapi likes this.
  3. cbpapi

    cbpapi

    Indeed, you're right!

    Thanks