Option Calculator

FX Option Calculator

If you are using FX Options as an instrument to manage currency risk you have already ventured into a more complex hedging strategy. Such a strategy can have significant rewards but the risks are of similar magnitude if your processes are not robust.

Hedgebook offers those managing a portfolio that includes options access to a range of tools that can help both lower risk and streamline the management and accounting processes.

Please view this short video to see Hedgebook’s Option capture and recording in action!

Hedgebook and FX Options

Capturing options in Hedgebook is a simple, intuitive process where the Option’s parameters such as the start and end dates, face value, strike rate, and whether the option is a call or a put.

Hedgebook offers a range of currency pair options and the applicable zero curves, and supports multiple exercise styles, including European, American and Bermudan.

Once the Option is captured, Hedgebook’s powerful Option pricing and reporting functionality ensures that calculating an Option’s fair value is at the touch of a button. Hedgebook’s suite of reports aid management of an Option portfolio, giving visibility to current mark-to-market, maturity dates and demonstrating sensitivity to currency fluctuations.

Reports such as Hedgebook’s FX Hedges Held report gives a clear and informative view of how your portfolio is performing and what transactions are falling due, allowing you to maintain full control.

Hedgebook’s Option calculator and management tool offers a huge leap forward in the way you manage your portfolio of Options.

Try Hedgebook free for 30 days. Click here to start your trial today!