A Eurodollar futures option contract has a strike price of 97 and the Eurodollar interest rate is 2.50%.
i) What is the intrinsic value of the contract if the option is a call? _ _ _ _ _ _
ii) What is the intrinsic value of the contract if the option is a put? _ _ _ _ _ _

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The Answer of A Eurodollar futures option contract has a strike price of 97 and the Eurodollar interest rate is 2.50%.
i) What is the intrinsic value of the contract if the option is a call? _ _ _ _ _ _
ii) What is the intrinsic value of the contract if the option is a put? _ _ _ _ _ _

A Eurodollar Futures Option Contract Has a Strike Price of 97