FX Options Calculator

Garman-Kohlhagen model for pricing foreign exchange options.

FX Parameters

Currency Pair

Spot Price (Quote)

Strike Price (Quote)

Time to Expiry (Days)

Volatility (%)

Domestic Rate (Quote %)

Foreign Rate (Base %)

Contract Size (Base Units)

Garman-Kohlhagen Model

Premium (Total Contract)

$1,578.52

Per Unit: 0.01263

Delta

65,196.82

Gamma

1,649,801.95

Theta

-27.54/day

Vega

149.50/1%

Rho (Dom)

54.97/1%

Rho (For)

-56.27/1%

Long EUR/USD Call @ 1.0500

Exp: 30 Days