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    Aifs Excel

    Uploaded by

    KumarVelivela
    The document compares the costs of different foreign exchange rate options contracts for various sale volumes. It shows the total costs, gains, and losses for 100% coverage with contracts, 0% coverage with contracts but 100% covered otherwise, and 100% coverage otherwise but 0% with contracts. For sale volumes of 25,000, 30,000, and 10,000, and exchange rates of 1.01, 1.22, and 1.48, it calculates the financial outcomes of each coverage option.

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    Aifs Excel

    Uploaded by

    KumarVelivela
    601 views1 page
    The document compares the costs of different foreign exchange rate options contracts for various sale volumes. It shows the total costs, gains, and losses for 100% coverage with contracts, 0% coverage with contracts but 100% covered otherwise, and 100% coverage otherwise but 0% with contracts. For sale volumes of 25,000, 30,000, and 10,000, and exchange rates of 1.01, 1.22, and 1.48, it calculates the financial outcomes of each coverage option.

    Original Description:

    khhkh

    Original Title

    126326188-62750007-Aifs-Excel-xls

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    The document compares the costs of different foreign exchange rate options contracts for various sale volumes. It shows the total costs, gains, and losses for 100% coverage with contracts, 0% coverage with contracts but 100% covered otherwise, and 100% coverage otherwise but 0% with contracts. For sale volumes of 25,000, 30,000, and 10,000, and exchange rates of 1.01, 1.22, and 1.48, it calculates the financial outcomes of each coverage option.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    601 views1 page

    Aifs Excel

    Uploaded by

    KumarVelivela
    The document compares the costs of different foreign exchange rate options contracts for various sale volumes. It shows the total costs, gains, and losses for 100% coverage with contracts, 0% coverage with contracts but 100% covered otherwise, and 100% coverage otherwise but 0% with contracts. For sale volumes of 25,000, 30,000, and 10,000, and exchange rates of 1.01, 1.22, and 1.48, it calculates the financial outcomes of each coverage option.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    of 1

    Original exchange rate

    Cost per participant :

    1.22
    1000 pounds

    Final volume:

    25000

    % Cover

    Options :
    Zero impact cost

    Contracts Options
    100%
    100%
    0%

    0%
    100%
    0%

    100%
    0%
    0%

    5%
    3,05,00,000

    Compared to Zero Impact

    Total Cost
    USD Exchange Rate (USD/EUR)
    1.01
    1.22
    1.48

    USD Exchange Rate (USD/EUR)


    1.01
    1.22
    1.48

    2,65,12,500 3,20,25,000 3,35,50,000


    3,05,00,000 3,05,00,000 3,05,00,000
    2,52,50,000 3,05,00,000 3,70,00,000

    -39,87,500 15,25,000 30,50,000


    0
    0
    0
    -52,50,000
    0 65,00,000

    Gain/loss
    -12,62,500 -15,25,000 49,75,000
    -52,50,000
    0 65,00,000
    * gain loss = - min(strike price-spot price,0) - prenium
    High Sale volume

    30000

    % Cover

    Contracts Options
    100%
    100%
    0%

    0%
    100%
    0%

    100%
    0%
    0%

    USD Exchange Rate (USD/EUR)


    1.01
    1.22
    1.48

    3,18,15,000 3,84,30,000 4,02,60,000


    3,66,00,000 3,66,00,000 3,66,00,000
    3,03,00,000 3,66,00,000 4,44,00,000

    -47,85,000 18,30,000 36,60,000


    0
    0
    0
    -63,00,000
    0 78,00,000

    Gain/loss
    -15,15,000 -18,30,000
    -63,00,000
    0

    Low Sale volume

    Compared to Zero Impact

    Total Cost
    USD Exchange Rate (USD/EUR)
    1.01
    1.22
    1.48

    59,70,000
    78,00,000

    10000

    % Cover

    Contracts Options
    100%
    100%
    0%

    0%
    100%
    0%

    100%
    0%
    0%

    Total Cost
    USD Exchange Rate (USD/EUR)
    1.01
    1.22
    1.48
    2,65,12,500 3,20,25,000 3,35,50,000
    3,05,00,000 3,05,00,000 3,05,00,000
    2,52,50,000 3,05,00,000 3,70,00,000

    Gain/loss
    -12,62,500 -15,25,000
    -52,50,000
    0

    49,75,000
    65,00,000

    Compared to Zero Impact


    USD Exchange Rate (USD/EUR)
    1.01
    1.22
    1.48

    -15,95,000
    0
    -21,00,000

    6,10,000 12,20,000
    0
    0
    0 26,00,000

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