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Forex futures trading's problem is urgent.
Buy Swiss franc call option, exercise when the market exchange rate of Swiss franc is higher than the agreed exchange rate at maturity, and give up the option when it is lower than the agreed exchange rate.

(1) If the market exchange rate of the Swiss franc is lower than the price of the option agreement, the option will be abandoned, and the loss cost is the option fee:125000 * 50 * 0.02 =125000 USD.

(2) If the exchange rate is higher than the agreed price, exercise the option, that is, buy 50 *125,000 Swiss francs at the agreed price, and then sell them from the market, MINUS the option fee, which is the income:

50 * 1.25 million * (0.57-0.55)- 1.25 million * 50 * 0.02 = 0.

Because the difference between the market price and the contract price is just the option fee, which is the break-even point of option trading, and the profit and loss is zero.

(3) The same as (2), the profit and loss during exercise: 50 * 125000 * (0.59-0.55)-125000 * 50 * 0.02 =125000 USD, and the income is/kloc-