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Premiums(%) for ATM Options
USDGEL
Tenor Days Strike Put Call Update Date
1M 30 2.9592 2.1662 2.3385 17.09.2019 10:01
3M 90 2.9781 3.6334 4.1033 17.09.2019 10:01
6M 180 3.0069 4.9992 5.8563 17.09.2019 10:01
1Y 365 3.0675 6.8249 8.4605 17.09.2019 10:01
EURGEL
Tenor Days Strike Put Call Update Date
1M 30 3.2649 2.5108 2.7044 17.09.2019 10:01
3M 90 3.2976 4.1338 4.6517 17.09.2019 10:01
6M 180 3.3475 5.6502 6.5844 17.09.2019 10:01
1Y 365 3.4528 7.6658 9.4709 17.09.2019 10:01

By buying a Currency option you are buying a right (not the obligation) to buy (Call) or Sell (Put) foreign currency at the end of the relevant Tenor (European) 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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