Professional-grade option pricing with live ECB market data.
Black-Scholes, Heston stochastic volatility, and Monte Carlo simulation.
Market Data
ECB Live Data
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Fetching ECB data...
Vanilla Option
Pricing Result
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Price--
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Greeks
ΔDelta--
ΓGamma--
VVega--
ΘTheta--
ΡRho--
Std Error--
95% CI--
Model Comparison
Model
Price
Premium
Details
Barrier Option
Barrier Result
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Price--
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Std Error--
95% CI--
Breach Prob.--
Price a vanilla option to see the payoff diagram
Run Monte Carlo simulation to see paths
Select a parameter and click Generate
Black-Scholes
The Garman-Kohlhagen extension of Black-Scholes for FX options. Assumes constant volatility and
log-normal price distribution. Provides analytical Greeks.
Heston Model
Stochastic volatility model where variance follows a mean-reverting process. Captures volatility
smile and skew observed in FX markets.
Monte Carlo
Simulation-based pricing using 100,000+ paths. Provides confidence intervals and is extensible to
exotic payoffs. Ideal for barrier options.
Barrier Options
Path-dependent options that activate (knock-in) or deactivate (knock-out) when the spot price
crosses a barrier level. Available in European and American monitoring styles.
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