Treasury & Financial Institutions
Treasury Sales and Distribution
Strike Currency Calculator
Implied return is indicative · Deposit rates ref:
16 Sep 2026
· Please use the official calculator for more accurate results.
Input
Transaction Parameters
Currency Pair
USD/IDR
PUT
Base Currency
IDR
▼
EUR
GBP
AUD
NZD
USD
SGD
JPY
IDR
●
⇄
Alternate Currency
USD
▼
EUR
GBP
AUD
NZD
USD
●
SGD
JPY
IDR
Customer Notional
Nominal (Base Currency)
IDR
If Converted
USD
—
Market Parameters
Spot Rate (USD/IDR)
USD/IDR
Strike Price (K)
—
−
+
pts
Volatility (p.a)
%
↻
✕
Last updated: —
Deposit Tenor
days
⚠️ Tenor terlalu pendek — Fixing Date harus setidaknya 1 hari setelah Start TD.
Start TD → Maturity Date
Conv. Probability
—
Moneyness
—
—
Auto
Transaction Dates & Rates
Transaction Date
—
Today · T+0
Value Date (Start TD)
—
T+2 business days
Fixing Date
—
Bloomberg BFIX 13:00 WIB
Maturity Date
—
Fixing Date + 2 BD
Option Tenor
Transaction Date → Fixing Date
—
Deposit Tenor
Value Date → Maturity Date
—
Total Days
Transaction Date → Maturity Date
—
IDR Deposit Rate — Currency (Y)
for deposit interest · interpolated
—
IDR
rd — DEPO RATE OPTION (
IDR
1)
for GK model · interpolated
—
USD
rf — DEPO RATE OPTION (
USD
1)
for GK model · interpolated
—
Output
Calculation Results
Fill all inputs to see results
Total Implied Yield p.a.
—
PUT Option Price (GK)
—
Alternate Notional
—
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)
—
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.
—
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Kevin Jonathan ·
kevin.jonathan@cimbniaga.co.id