Compare calculators
Both calculators run independently — change the inputs on either side to compare results.
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.
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.
Key differences
| Currency Volatility Risk Calculator | Currency Option Premium Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 4 | 5 |
| Result | Value at Risk (VaR) ($) | Option Premium ($) |
| What it does | 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. | 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. |