Option risk Calculator

Option Risk Calculator - Starting Ou

And the good news is, we have created a completely automated options strategy payoff calculator excel sheet. You just need to input the details of your options trade, and the excel sheet will calculate your maximum profit potential, probable risk and all other metrics related to your trade. Read on to know more The Option Calculator can be used to display the effects of changes in the inputs to the option pricing model. The inputs that can be adjusted are: price volatility strike price risk free interest rate and yield Enter what-if scenarios, or pre-load end of day data for selected stocks. Below are few quick-links for some top stock put/call charts: TSLA Stock Options chart. AAPL Stock Options.

Options Strategy P/L Chart. Days from Today. Volatility. %. Risk-free Rate. %. Created with Highcharts 4.1.5. Price Profit / Loss Today At Expiry 97.5 100 102.5 105 107.5 110 112.5 115 117.5 120 122.5 -10 -7.5 -5 -2.5 0 2.5 5 7.5 10 12.5 15 Highcharts.com. Min Calculate Option Price using the Option Calculator based on the Black Scholes model. Option Greeks are option sensitivity measures. For example, if Rho of a call option is 0.5, it indicates that if risk-free interest rate increase by 1% then the option price will increase by $0.5. Similarly, if Rho of a put option is -0.5, it means that the option price will decrease by $0.5 for a 1%. Using the Black and Scholes option pricing model, this calculator generates theoretical values and option greeks for European call and put options This Option Trading Risk Calculator will help you estimate the maximum number of contracts to stay within your defined risk level. 1. Simply Enter your Account Size. 2. Enter the percent of risk that is acceptable for any single trade, such as 2 for 2%. (You don't need to put the % sign.) Then you'll see the dollar amount of risk you've.

Calculating reward risk ratio for options trading is especially easy as most options strategies have pre-defined maximum profit and loss points. In fact, if you look through the options strategies tutorials here at Optiontradingpedia.com, you would see that we have included calculations for their maximum profit and loss points as well. Those are the numbers you use in calculating reward risk. The results: The Position Size and Risk Calculator uses a market price live feed with the current interbank rate (in a 5-digit format) and it will display the selected currency pair price (in our example the USD/CAD price). In this case, using a stop loss of 100 pips and risking 2% of our account equity, the recommended lot size would be 0.05 lot An option profit calculator excel, or an option calculator excel is the main tool for an option trader that will help us calculate the premiums of the options contracts of a strategy when we open the trade using both call and put options. Of course, we will not need to worry too much about the details of the trade for a one-legged strategy This is part 7 of the Option Payoff Excel Tutorial.In the previous part we have learned about useful properties of the payoff function and calculated maximum possible profit and maximum possible loss for an option strategy with up to four legs.In this part we will use the results to calculate another very useful statistic: the risk-reward ratio This app calculates the gain or loss from buying a call stock option. The gain or loss is calculated at expiration. When purchasing a call option you are buying the right to purchase a stock at the strike price at a future date. This is a bullish trade as you are speculating the underlying stock price will increase

option calculator Help. The Option Calculator computes a series of theoretical option prices based on the options selected and charts the results. The inputs to the Option Calculator are: Historical Volatility - the historical volatility, based on 1 year of price data for the underlying security. Risk Free Interest Rate - the prevailing risk. Put Spread Calculator shows projected profit and loss over time. A put spread, or vertical spread, can be used in a volatile market to leverage anticipated stock movement, while also providing limited risk. Purchasing a put with a higher strike price than the written put provides a bearish strategy Purchasing a put with a lower strike price than the written put provides a bullish strateg

The Options Industry Council (OIC) - Optionscalculato

Option Calculator & Strategy Builder - Upsto

Options profit calculato

Options Strategy Payoff Calculator Excel Shee

Options Profit Calculator Calculate Options Prices

  1. Options Calculator. Generate fair value prices and Greeks for any of CME Group's options on futures contracts or price up a generic option with our universal calculator. Customize your input parameters by strike, option type, underlying futures price, volatility, days to expiration (DTE), rate, and choose from 8 different pricing models.
  2. Barrier option calculator using trinomial lattice: Calculates barrier option prices, and hedge parameters, using a trinomial lattice, and displays the tree structure used in the calculation. Key features include American & European option pricing, dividends as continuous yield or discrete payment, continuous or discrete monitoring of barrier, and two methods of computation enhancement.
  3. Use this free risk assessment calculator to check risk levels for an activity or task, and prioritise controls. An important part of risk assessment is controlling risks, and this calculator will help you create an action plan and a safer work environment

Options Strategy Builder & Analyzer Online — OptionCreato

  1. e the fair price or theoretical value for a call or a put option based on six variables such as implied volatility, type of option, underlying stock price, time until expiration, options strike price, and.
  2. Calculators Option Price Calculator; Vertical Spread Calculator; Covered Call/Put Calculator; FAQ: Contact Us: Vertical Spread Calculator: Spread type( Net Debit OR Net Credit ) Stock Price: Option Type : Qty : Commission : Long Leg Option Strike : Long Leg Option Price : Short Leg Option Strike : Short Leg Option Price : Results: Capital required : 0.0 Max Profit : 0.0 Return % 0.0% Break.
  3. In order to calculate the Value at Risk for options and futures, we require a series of returns which in turn requires time-series price data. To simulate this particular environment we assume that we have a series of similar option contracts that commence and expire on a one-day roll-forward basis. Suppose that for the original option the commencement was at time 0 and the expiry was at time.
  4. Learn how to calculate the maximum risk when trading an iron condor. Kirk Du Plessis. May 3, 2021
  5. Binary Options RISK CALCULATOR Indicator | Forex MT4 Download 20 of February of 2020 142. great indicator to calculate risks in binary options and forex, tool to facilitate day-trade, combine it with price action to achieve better result. Download. Tags: best indicator mt4 binary options binary options for mt4 binary options indicators for mt4 forex indicator Forex trading strategy mt4.

Profits Run Options Trading Risk Management Calculator. Here's an options trading risk management calculator you can use right now to figure out optimal position sizing for your portfolio. Go ahead and play around with it. And here's how it works First, start with your account size. For example, let's say it's $10,000. Next, plug in the maximum percent of your entire account you. Position Size Calculator It takes smart choices to make smart money. Knowing your risk position is critical to establishing a winning Wall Street strategy. Our free position size calculator helps you make trading decisions based on intellect and not emotion. That's how you trade like a pro. Chart Your Trade helps you identify your best opportunities, [

The probability calculator is set for options traders to see the straight Flip a coin odds when no other analysis is used and see the risk associated with each strike price. Also, please bear in mind, when you see 0.00% and or 100.00%, you see it due to the rounding. In reality, it is not exactly 0% and it is not exactly 100% but very close to them. More about this probability calculator. As. Calculate and visualize implied volatility surfaces using freely available data and R to improve your risk assessment of options. Stefan Haring. Oct 18, 2020 · 10 min read. Photo by Ishant Mishra on Unsplash. Note from Towards Data Science's editors: While we allow independent authors to publish articles in accordance with our rules and guidelines, we do not endorse each author's. Options / Warrants Calculator . Downloads Download User Guide The theoretical value of an option is affected by a number of factors such as the underlying stock price/index level, strike price, volatility, interest rate, dividend and time to expiry. More. Options / Warrants Background Information. Stock Option. Lastly, the ASCVD Risk Estimator Plus now allows the option to calculate initial 10-year ASCVD risk for patients who have already initiated a statin, Initial 10-year ASCVD risk may be calculated for patients who have already initiated statin therapy because recent evidence suggests a patient's cholesterol values have the same impact on ASCVD risk regardless of whether current values were. As a futures trader, it is critical to understand exactly what your potential risk and reward will be in monetary terms on any given trade. Use our Futures Calculator to quickly establish your potential profit or loss on a futures trade. This easy-to-use tool can be used to help you figure out what you could potentially make or lose on a trade or determine where to place a protective stop-loss.

The options exposure carries much greater risk due to greatly increased potential for loss. To level the playing field, you must have a risk-equivalent options position in relation to the stock. To calculate how many dollars of your account you have at risk, you need to know the cents/ticks/pips at risk, and also your position size. In the stock example, you have $0.06 of risk per share. Let's say you have a position size of 1,000 shares. That makes your total risk on the trade $0.06 x 1000 shares, or $60 (plus commissions) As mentioned, they can be a helpful risk management tool for options traders. Credit spreads allow options traders to substantially limit risk by forgoing a limited amount of profit potential. In most cases, you can calculate the exact amount of money that you're risking at the time you enter the position. Credit spreads are also versatile. Most traders are able to find a combination of. Managing Currency Risks with Futures Options Because of the variety with which options are offered including puts and calls with varying exercise prices and expiration dates, one may create an almost infinite variety of strategies which may be tailored to suit one's unique needs. Further, one deploys a combination of options to achieve particular risk management requirements. Option Pricing.

As you can see there is a substantial difference in the value-at-risk calculated from historical simulation and variance-covariance approach. This tells us that the return distribution is not normal. Conclusion. Here I end this blog but there is one more approach of calculating VaR. If you are interested you can check out the options courses on Quantra which covers different options trading. Zerodha - India's biggest stock broker offering the lowest, cheapest brokerage rates for futures and options, commodity trading, equity and mutual funds Zerodha - Black & Scholes calculator Signu Risk Neutral Pricing of a Call Option with a Two-State Tree. Risk Neutral Pricing of a Call Option with a Two-State Tree. In our last article on Hedging the sale of a Call Option with a Two-State Tree we showed that there was one unique price for a call option on an underlying stock, in a world with two-future states. This was guaranteed by the principle of no arbitrage. The most surprising. The second class is called Exotic Options. Their price calculation is often very challenging and less transparent because they are traded OTC. An example is Binary FX Options. To protect consumers, they are forbidden in many countries. Forex Option Contracts - Important Terms. Strike Price The strike price or exercise price is the price at which the option buyer has the right to either buy. All Calculations for American Style are done using Binomial Method (255 Level) Delta is a measure of the rate of change in an option's theoretical value for a one-unit change in the price of the underlying. Call deltas are positive; put deltas are negative, reflecting the fact that the put option price and the underlying price are inversely related. Gamma is a measure of the rate of change in.

Option Calculator Black Scholes model Option Greeks

SPAN considers how the value of an entire portfolio of options and futures will respond to changes in futures (or underlying) prices and volatilities. SPAN simulates potential market moves and calculates the profit or loss on individual contracts.LME Clear uses OIS rather than LIBOR interest rates when calculating discounting forward cash-flows. Margin rates will be calculated using a 2 day. Practical Example of European Option. Stock XYZ is trading for $60. The strike price is $60. Volatility is 10%, and the risk-free rate is 5%. Calculate the value of both a 1-year call and put options are written on it using the BSM model. So the calculation of the price of the call option using the above table -

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Option Price Calculato

A wide range of techniques are in use for calculating the options risk exposure, or Greeks (as for example the Vanna-Volga method). Although the option prices produced by every model agree (with Garman-Kohlhagen), risk numbers can vary significantly depending on the assumptions used for the properties of spot price movements, volatility surface and interest rate curves Risk-Neutral Probabilities 6 Examples of Risk-Neutral Pricing With the risk-neutral probabilities, the price of an asset is its expected payoff multiplied by the riskless zero price, i.e., discounted at the riskless rate: call option: Class Problem: Price the put option with payoffs K u =2.71 and K d =0 using the risk-neutral probabilities. Binary Options Martingale Calculator Online. Minimum investment (for example: 10) - here enter your minimum initial investment (for example 1, 5 or 10, etc.). And remember, the higher the initial investment, the more deposit you will need for a series of consecutive losses. Yield, % (for example: 80) - yield on trading asset in percent.

Under the risk neutrality assumption, today's fair price of a derivative is equal to the expected value of its future payoff discounted by the risk free rate.Therefore, expected value is calculated using the option values from the later two nodes (Option up and Option down) weighted by their respective probabilities—probability p of an up move in the underlying, and probability (1−p. Options Calculator; Ideas & Suggestions; About ; Black-Scholes & Implied Volatility Calculator. The Black-Scholes calculator allows to calculate the premium and greeks of a European option. It also acts as an Implied Volatility calculator: if you enter a Premium, the Implied Volatility will appear in the Volatility field. Price. Strike. Volatility % Years to Expiry. Risk-free Rate % Call Put. Many calculators are available that give the theoretical probability that a stock may approach certain values at the end of a trading period. In real trading, however, investors are following the price of a stock or stock options throughout the entire trading period. If the stock, stock options, or combination becomes profitable before the end of the trading period (for example, before the. Option Price, Delta & Gamma Calculator This calculator utilizes the inputs below to generate call & put prices, delta, gamma, and theta from the Black-Scholes model. INPUTS (Change the numbers below to calculate other option price, delta, and gamma values.) Underlying Value: Strike: Vol: (0.20 = 20% implied volatility) Int Rate: Dividend: TTE: days = 0.05479452 years.--Call price: 56.2705 Call.

Implied Volatility Calculator. Option Type. Call Option Put Option. Underlying Price. Exercise Price. Days Until Expiration. Interest Rate Days Ahead (Optional) Future Volatility: Dividend Yield(Optional) Risk-Free Interest Rate (Optional) First Target : Second Target : Click here to calculate: Price at Each Standard Deviation-3-2-1 +1 +2 +3: Probability of: Finishing below lowest target: Ever touching lowest target: Finishing between the two targets : Ever touching highest target: Finishing above highest target. Fidelity's Probability Calculator may help determine the likelihood of an underlying index or equity trading above, below, or between certain price targets on a specified date. Watch this video to learn how to use the calculator and view information that may be used to refine your stock or option strategy. Read relevant legal disclosures. Next steps to consider. Use the Probability Calculator.

Call Option Payoff Diagram, Formula and Logic - Macroption

Our position size calculator will help you define the proper amount of shares to buy or sell in order to maximize your return and limit your risk. The Oxford Club (the publisher of Investment U) recommends putting no more than 4% of your equity portfolio in any single stock. And its policy is to never let a stock fall more than 25% below the. Explain the calculation and use of option price partial derivatives. Compute and interpret Option Greeks, including Delta, Gamma, Theta, Vega, Rho, and Psi. Compute the elasticity, Sharpe ratio, and risk premium for both an individual option (call or put) and a portfolio consisting of both options of multiple types and the underlying stock. Approximate option prices using Delta, Gamma, and. Convertible bonds are a flexible financing option for companies and are particularly useful for companies with high risk/reward profiles. Convertible bonds are sometimes referred to as CVs.!--break--Convertibles bonds are issued by companies for a number of reasons. Issuing convertible bonds is one way for a company to minimize negative investor interpretation of its corporate actions. For. In risk-neutral pricing, the option value at a given node is a discounted expected payoff to the option calculated using risk-neutral probabilities and the discounting is done using the risk-free interest rate. Then the price of the option is calculated by working backward from the end of the binomial tree to the front. Even though the risk-neutral probabilities are not the true probabilities. Options involve a high degree of risk and are not suitable for all investors. OptionStrat is not a registered investment advisor. The calculations, information, and opinions on this site are for educational purposes only and do not constitute investment advice. Calculations are estimates and do not account for all market conditions and events

The delta for the $110 call option is 0.39. The delta for the $115 call option is 0.24. So owning the $110 call option is like owning 39 shares of Microsoft stock (0.39 x 100). Owning the $115 call option is like owning 24 shares of Microsoft stock (0.24 x 100). However, you sold the $115 call option, so that part of your delta calculation will. Risk Navigator: Alternative Margin Calculator. Overview: IB routinely reviews margin levels and will implement changes which serve to increase requirements above statutory minimums as market conditions warrant. To assist clients with understanding the effects of such changes on their portfolio, a feature referred to as the Alternative Margin Calculator is provided within the Risk Navigator. calculate_your_risk_of_ruin.xlsx you can easily calculate your U and your RoR with the two formulas and see how it is changes when you modify the parameters. It must be said at this point, that all this reasoning is actually quite a bit theoretical / academical as it is well known that in trading the variables W, L, AW, AL, are constantly changing, nothing is fixed ETF Options Risk #3: Dividend Risk. Many ETFs pay dividends on a regular basis—often quarterly, like many stocks. While this may be positive for ETF holders, ETF option sellers should be aware of a given option's ex-dividend date before entering into a trade that involves writing ETF options. Dividends are paid to the owner of record as of the ex-dividend date. So, the owner of an.

Option Trading Risk Calculator - Power Cycle Tradin

An options calculator can help you quickly understand your play and its cost to open. An option play doesn't stay stagnant as the Greeks constantly move and change over time whether due to implied volatility expansion or contraction, time decay, or price momentum. It is crucial to track all the Greeks and your change in risk exposure with. Risk Free Rate. The calculator also takes into account the current market interest rate when calculating the fair market value of an option. The text box is initially populated using the system data's interest rate for the option's market. Users can later manually enter a preferred rate, or users can go to the Edit menu and change the system wide interest rate using the Interest Rates dialog. In the currency option market, prices are quoted for standart moneyness levels for different time to expiry periods. These standart moneyness levels are At the money level, 25 delta out of the money level and 25 delta in the money level (75 delta). Derivative Engines is a real time currency option calculator. The option pricer's in this website get real time implied volatilities from various. Options trading entails significant risk and is not appropriate for all investors. Certain complex options strategies carry additional risk. Before trading options, please read Characteristics and Risks of Standardized Options. Supporting documentation for any claims, if applicable, will be furnished upon request. A covered call writer forgoes participation in any increase in the stock price.

Calculating Reward Risk Ratio by OptionTradingpedia

Our Basic Calculator calculates fair values and Greeks for any options contract using data from the previous close (check out IVolLive for live data and even more powerful tools!). You can customize all the input parameters (option style, price of the underlying instrument, strike, expiration, IV, interest rate and dividends data) or use the IVolatility.com database to populate all those. You can use this online binary options calculator for optimization of your money management approach. You can calculate profitability projections and risk margins based on linear money management or exponential money management with no martingale or level 1 martingale systems. For further instructions please watch the video (will be online soon) Option Strategy Risk Calculator free download, and many more program

Confidence interval Calculator

Lot Size Calculator Position Size Calculator FX Risk

Reward:Risk Calculator. Home Reward:Risk Calculator . Do you need some help interpreting the values? Take a look here: Trading math cheat sheet; The ultimate math guide for traders; Navigation . Forex Mentoring Program; Forex Cashback; Blog; Edgewonk - Trading Journal; Forex - Automated Analysis; About Us. Our mission is to help as many traders as possible. Tradeciety is one of the leading. The position size calculator puts the trade risk at 2.8% (20.14 / 20.72 - 1). You could also enter a set trade risk and it would calculate the stop loss for you Calculating Value at Risk Based on a Normal Distribution. First you'll need to specify several parameters, as illustrated in Figure 1. The value of your portfolio ; Average return for a single time period (this could be over a day, month or year) Standard deviation of the returns for a single time period; Your desired confidence level; Figure 1: Now perform the calculations as specified in. DAPT Risk Calculator. The DAPT Score was created in patients who had completed 12 months of DAPT without having a major bleeding or ischemic event and who were not on chronic oral anticoagulation. The DAPT Risk Calculator is recommended to be used for guidance in the overall conversation about dual antiplatelet therapy and not as a. Screening - the options. You may have up to twice the risk of getting prostate cancer if your father or brother has been diagnosed with it compared to a man with no relatives with the disease. There might also be a higher chance of you developing it if any male relative was under 60 when he was diagnosed. Prostate cancer is far more likely to affect men over 55 and if it is found at an early.

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Option adjusted spread is a measure of the credit risk in option-embedded bonds such as callable and putable bonds. As the name explains, it is the spread after adjusting (removing) the option from the bond. So, from the bond, we remove the value of the embedded option, which gives us the spread of the option-free bond. Let's take a Treasury security. We value a Treasury security by. With IvyDB, you will be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets. Following the success of its US counterpart, IvyDB Europe was launched in 2008. It has since become the industry standard for historical option prices, and implied volatility data in the European markets. Used by over 300 institutions, IvyDB. To calculate position delta, multiply .75 x 100 (assuming each contract represents 100 shares) x 10 contracts. This gives you a result of 750. That means your call options are acting as a substitute for 750 shares of the underlying stock. So you can figure if the stock goes up $1, the position will increase roughly $750 To manage this risk, what we want to do is make a calculated guess to estimate the potential loss involved. So for example, suppose a trader is long 1000 EUR/USD and they have a stop loss at 1000 points. They could assume that as being a risk of USD 10, because that's the theoretical maximum they can lose. While this gives an absolute dollar value, it doesn't answer certain questions that. Home position sizing Position Size Calculator in Excel. Position Size Calculator in Excel. Posted By: Steve Burns on: July 28, 2020. Click here to get a PDF of this post. To manage the risk of ruin in trading position sizing should be managed to never lose more than 1% to 2% of total trading capital on any one trade. If a stock trader has a $100,000 account, they should position size and set.

Calculating Option Strategy Risk-Reward Ratio - Macroptio

Cboe Options Introduces 16-Leg Maximum for Non-FLEX Complex Orders Effective August 9, 2021, Cboe Options (C1), C2 Options (C2), and EDGX Options (EDGX) Exchanges will support an increased number of legs on non-FLEX complex (multi-leg) orders. The number of allowable legs will be increased from 12 to 16. On C1 and EDGX, one of those complex legs may be a stock leg. Please. Probability of Neonatal Early-Onset Sepsis Based on Maternal Risk Factors and the Infant's Clinical Presentation. The tool below is intended for the use of clinicians trained and experienced in the care of newborn infants. Using this tool, the risk of early-onset sepsis can be calculated in an infant born > 34 weeks gestation. The interactive calculator produces the probability of early onset.

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The viability of Jet Fuel Hedging using Value at Risk (VaR) as the primary analytical tool, Calculating VaR for Options and Futures (sales and trading desks), VaR and the insurance premium approach (from banking regulation and Internal Capital Adequacy Assessment Process (ICAAP) reporting). VaR, Conditional VaR, Marginal VaR Execute live calculations on positions and portfolios. Free Trial The RiskAPI Add-In works within the Excel environment which means you can quickly set up a risk infrastructure for your fund: download positions from your prime broker, administrator, OMS, or accounting system into a spreadsheet and you are ready to start analyzing exposure - no back-office integration necessary Based on this calculation using the same parameters, the theoretical value of the put option is $3.87 million. The risky debt value is equal to the total value of the firm minus the equity value. Option Pricing. CFI's Black Scholes calculator uses the Black-Scholes option pricing method. Other option pricing methods include the binomial option pricing model and the Monte-Carlo simulation Monte Carlo Simulation Monte Carlo simulation is a statistical method applied in modeling the probability of different outcomes in a problem that cannot be simply solved Forex options provide an additional tool for foreign exchange risk management, alongside other commonly used tools such as forward contracts. They are financial derivative products, actively traded by currency speculators, that confer the right but not the obligation to buy or sell currency at an agreed exchange rate. While FX options are simple in principle, their pricing can be complex.

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Option Calculator Help - Optionistic

The Binomial Option Pricing Model is a risk-neutral method for valuing path-dependent options (e.g., American options). It is a popular tool for stock options evaluation, and investors use the. This paper sets out CESR's proposed guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS. These guidelines will accompany the level 2 implementing measures for the revised UCITS Directive (2009/65/EC) that should be adopted by the European Commission by July 2010. The key purpose of these guidelines is to provide stakeholders with detailed. I calculate risk-free rate, assuming T ~ 1, as r = -ln((Put + Spot - Call)/Strike) In both cases (AAPL, SBUX) risk free rate is slightly less than 0. By looking at this two questions arise: Does my calculations correct? If market assume zero risk free rate does this means call are underpriced? One can still get risk free rate by investing into bonds or saving account. In this case Call plus. Bid Option premium: Calculate: Cash needed for the trade: Profit Expected: Rate of Return: Break Even Point: See all calculators. The Bottom Line. From beginner to advanced, our intricate web of stock analysts and professional traders will help you in making the right choices for your account. At Incometrader.com Your success is Our success. Contact Details Address: 6338 Presidential Court. Syllabus E. Treasury And Advanced Risk Management Techniques E2. The use of financial derivatives to hedge against forex risk. E2b. Options - calculations 11 / 13. Previous Next. Notes Paper exam. Syllabus E2b) b) Evaluate, for a given hedging requirement, which of the following is the most appropriate strategy, given the nature of the underlying position and the risk exposure: vi) Currency.

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