Consider the Graph of a Call Option Shown at Right

Multiple Choice

Consider the graph of a call option shown at right.The option is a three-month American call option on €62,500 with a strike price of $1.50 = €1.00 and an option premium of $3,125.What are the values of A,B,and C,respectively?

A) A = -$3,125 (or -$.05 depending on your scale) ; B = $1.50; C = $1.55
B) A = -€3,750 (or -€.06 depending on your scale) ; B = $1.50; C = $1.55
C) A = -$.05; B = $1.55; C = $1.60
D) none of the above