*** Please press enter or click the calculate button to price the option.

*** This is a demo version of DCD (Dual Currency Deposit) Product Pricing Engine. The tenor of the options will be set as 45 days. User can not change the Expiry Date or Deposit Maturity Date. Please log in with your username for the full version.

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Product Type :
Currency Pair :
Spot :
DCD Level:
Option Expiry :      
Tax on Deposit % :
Tax on Option % :

Trade Date:
Principal Currency:
EUR                    /                 USD                
Principal Amount :
Demand Deposit Rate %:
Demand Deposit Maturity :      

  • Dual Currency Deposit (DCD)
Product Info:

DCD product is formed of oneshort position on a vanilla option and one deposit. The premium received by selling the option is used to increase the deposit interest rate. If the option which is sold is exercised by the counterparty than the investor has the risk to have a loss from the initial principal amount.

more... User's Guide

When you click on any textbox this guide will explain how to fill that textbox. Just click on "Currency Pair" for example and see how to change the currency pairs.