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*** Please press enter or click the calculate button to price the option.

*** This is a demo version of European Vanilla Option Pricing Engine. The tenor of the option will be set as 45 days. User can not change the Expiry Date or Delivery Date. Please log in with your username for the full version.

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Option Type :
Currency Pair :
Spot :
Strike :
Expiry :      
ATM Vol % :
EUR Depo % :
25 Del Bf % :
EUR Notional :



Trade Date:
EUR                        /      USD            
Please click on the textbox in order to change Call / Put :
Delivery :      
Volatility B/A Spread % :
USD Depo % :
25 Del RR % :
  • European Vanilla Option
Product Info:

The Vanilla Option is a contract to buy or sell an underlying asset between two parties. The counterparties of the option contract is 'the option buyer (holder)' and 'the option seller'. The option holder buys the right to 'buy' or 'sell' the underlying asset by a certain date for a certain price.

more... User's Guide

When you click on any textbox this guide will explain how to fill that textbox. Just click on "Currency Pair" for example and see how to change the currency pairs.