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Premiums(%) for ATM Options
USDGEL
Tenor Days Strike Put Call Update Date
1M 30 2.5815 3.5384 3.7817 19.08.2018 10:00
3M 90 2.6046 4.7107 5.3079 19.08.2018 10:00
6M 180 2.6393 5.4448 6.4755 19.08.2018 10:01
1Y 365 2.7119 6.2851 8.0677 19.08.2018 10:01
EURGEL
Tenor Days Strike Put Call Update Date
1M 30 2.9598 3.5777 3.8763 19.08.2018 10:01
3M 90 3.0000 4.6701 5.4807 19.08.2018 10:01
6M 180 3.0612 5.2617 6.7065 19.08.2018 10:01
1Y 365 3.1915 5.797 8.3781 19.08.2018 10:01

By buying a Currency option you are buying a right (not the obligation) to buy (Call) or Sell (Put) foreign currency from the deal date during the relevant Tenor with the Strike rate. You are expected to pay an option fee (Premium) to the Bank for this purpose. The Premium amount represents a percentage of the deal amount, which is provided in the columns “Put” and “Call” of the table above.

The prices provided in the table are the currency option prices of USD against GEL and EUR against GEL published by Bank of Georgia in the Bloomberg Information System. These prices are valid for a notional amount of GEL 1 million.

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