[Atropos]

If you believe that currency market are somewhat efficient, the chances of a catastrophe happening are already priced in. For example, the Eur vs. Swiss Francs historically hovered around the 1,50 mark for a long time; now it's at 1,23. The swiss franc is considered clearly overvalued and there is speculation that their national bank wants to push it back up to 1,30.

Anyway if the Euro problems get solved, you would probably lose at least 10-15% of your assets. Of course maybe such an "insurance" is worth it, but it is by no means an easy decision.