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Both calculators run independently — change the inputs on either side to compare results.
Currency Advanced
Currency Option Premium Calculator
Estimate the theoretical premium of a currency call or put option using the Black-Scholes model. Use it when pricing FX options ahead of hedging or speculative trades.
Fill in the required fields to see your result.
Currency Advanced
Currency Volatility Risk Calculator
Computes the Value at Risk (VaR) for a foreign currency position given its annual volatility, confidence level, and holding period. Use it to quantify worst-case FX losses for risk management or regulatory reporting.
Fill in the required fields to see your result.
Key differences
| Currency Option Premium Calculator | Currency Volatility Risk Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 5 | 4 |
| Result | Option Premium ($) | Value at Risk (VaR) ($) |
| What it does | Estimate the theoretical premium of a currency call or put option using the Black-Scholes model. Use it when pricing FX options ahead of hedging or speculative trades. | Computes the Value at Risk (VaR) for a foreign currency position given its annual volatility, confidence level, and holding period. Use it to quantify worst-case FX losses for risk management or regulatory reporting. |