Quick Navigation

Premiums(%) for ATM Options
USDGEL
Tenor Days Strike Put Call Update Date
1M 30 2.6819 1.8811 2.1377 16.10.2018 18:22
3M 90 2.7059 2.9223 3.4036 16.10.2018 18:22
6M 180 2.7419 3.9112 4.7919 16.10.2018 18:22
1Y 365 2.8172 5.0943 6.7733 16.10.2018 18:22
EURGEL
Tenor Days Strike Put Call Update Date
1M 30 3.1133 2.2722 2.6439 16.10.2018 18:22
3M 90 3.1556 3.4067 4.0969 16.10.2018 18:22
6M 180 3.2199 4.4216 5.6938 16.10.2018 18:22
1Y 365 3.3568 5.5052 7.981 16.10.2018 18:22

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.

Contact Information
Read More