The current spot exchange rate is $1.55 = €1.00
The three-month forward rate is $1.60 = €1.00
The three-month U.S interest rate is 4.835%
The three-month European interest rate is 4.983%
You are looking at a three-month American call option on €62,500 with a strike price of $1.50 = €1.00 costing $.0369/€.
How much of a profit will immediate exercise generate?