Treasury & Financial Institutions
Treasury EBB Sales
Strike Currency Calculator
Rates are indicative ·
Rates last updated: loading...
· Please use the official calculator for more accurate results.
Input
Transaction Parameters
CALL
PUT
Customer Notional
Nominal (Base Currency)
IDR
USD
AUD
EUR
GBP
NZD
SGD
If Converted to Alternate Currency
IDR
USD
AUD
EUR
GBP
NZD
SGD
— enter strike price
Market Parameters
Spot Rate (USD/IDR)
USD/IDR
Strike Price (K)
—
−
+
pts
Volatility
%
Deposit Tenor
days
⚠️ Tenor terlalu pendek — Fixing Date harus setidaknya 1 hari setelah Start Deposit.
Start Deposit → Maturity Date
Conv. Probability
—
Moneyness
—
—
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
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 (IDR1)
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 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)
—
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.
—
📄 Generate Indication Sheet for Customer
CIMB Niaga — Treasury & Financial Institutions
Kevin Jonathan ·
kevin.jonathan@cimbniaga.co.id