Treasury & Capital Market
Treasury EBB Sales
Strike Currency Calculator
Implied return is indicative. Please use the official calculator for more accurate results.
Input
Transaction Parameters
PUT
CALL
Customer Notional
IDR Nominal
IDR
IDR 5,000,000,000.00
If Converted to USD (Notional ÷ Strike)
USD
— enter strike price
Market Parameters
Spot Rate (USD/IDR)
IDR
Strike Price (K)
IDR
Volatility (σ)
%
Option Tenor
days
Transaction Date → Fixing Date
Auto
Transaction Dates & Rates
Transaction Date
—
Today · T+0
Value Date (Start Deposit)
—
T+2 business days
Fixing Date
—
Bloomberg BFIX 13:00 WIB
Maturity Date
—
Fixing Date + 2 BD
Time Deposit Duration
Value Date → Maturity Date (actual days)
—
Option Tenor
Transaction Date → Fixing Date
—
Total Days
Transaction Date → Maturity Date
—
IDR Deposit Rate — Currency (Y)
for deposit interest · interpolated
—
IDR rd — DEPO RATE OPTION (IDR1)
for GK model · interpolated
—
USD rf — DEPO RATE OPTION (USD1)
for GK model · interpolated
—
Output
Calculation Results
Fill all inputs to see results
Total Implied Yield p.a.
—
PUT Option Price (GK Model)
—
IDR per USD
USD Notional (Notional ÷ Spot)
—
USD equivalent
① Deposit Interest Income
—
—
② PUT Premium Income (gross)
—
—
Total Gross Income (① + ②)
—
—
Plain deposit only
—
Deposit component
—
Option premium component
—
Total gross yield
—
✓ No Conversion (S_T > K)
—
⚠ Conversion (S_T < K)
—
Option Insight
Conversion Probability
—
Moneyness
—
—
Revenue
Customer vs. Bank Split
Customer Allocation of Option Premium
0%
100%
70% to customer · 30% to bank
Deposit interest (100%) always fully to customer · Split applies to option premium only
Customer — Gross
—
—
—
After Tax (PPh 20%)
—
—
Net to customer
Bank Spread
—
—
—
Customer yield p.a.
—
Bank spread p.a.
—