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Premiums(%) for ATM Options
USDGEL
Tenor Days Strike Put Call Update Date
1M 30 2.7070 2.1332 2.3565 22.10.2018 14:46
3M 90 2.7313 3.1627 3.6136 22.10.2018 14:46
6M 180 2.7676 4.0964 4.9198 22.10.2018 14:46
1Y 365 2.8436 5.231 6.8822 22.10.2018 14:46
EURGEL
Tenor Days Strike Put Call Update Date
1M 30 3.1214 2.3978 2.7216 22.10.2018 14:46
3M 90 3.1637 3.5355 4.1812 22.10.2018 14:46
6M 180 3.2282 4.5274 5.7149 22.10.2018 14:46
1Y 365 3.3655 5.5834 8.0184 22.10.2018 14:46

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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