B£S Calculator - Foreign Currency

Underlying Asset Price Risk-Free Rate (%) Exercise Price   Annual Volatility (%)   Time To Expiration  Days   Foreign Currency Dividend Ratio (%)   Results: Price for Call: 8.261 Price for Put: 5.500     N(d1) for Call: 8.261 N(d2) for Call: 5.500     N(d1) for Put: 8.261 N(d2) for Put: 5.500     Delta for Call: 0.647 Delta for Put: -0.353     Theta for Call: -0.015 Theta for Put: -0.01     Gamma for Call: 0.021 Gamma for Put: 0.020     Vega for Call: 0.132 Vega for Put: 0.132     Rho for Call: 0.137 Rho for Put: -0.15