FX Vanilla Options Prices

Pricing model

The pricing model Saxo Capital Markes uses for FX Vanilla Options is the Black-Scholes model.​

Spreads are variable depending on maturity and currency pair. Prices are shown as dynamic bid/ask spreads.

Please refer to the platform or call our Account Managers for the most up-to-date information.

Spreads

The quoted FX Options spreads are for 30 day at-the-money options. Spreads for other strikes and maturities will vary.

Platinum spreads are available to customers trading more than 25 million EUR notional a month in FX Options.

Premium spreads are available to customers trading more than 7 million EUR notional a month in FX Options.

See all FX options spreads with live updates

Saxo Capital Markets reserves the right to apply different spreads for notional amounts exceeding market standard or for customers requiring a specific level of service.

Ticket fee on small trades

Small trade sizes incur a 'Minimum Ticket fee' of USD10 or equivalent in another currency. A small trade that attracts a Minimum Ticket fee is any trade below the 'Ticket Fee Threshold' listed below.

FX Vanilla Option ​Ticket Fee Threshold
XAUUSD​ 50​
XAGUSD​ 5,000​
AUDSGD, EURCZK, EURHUF, EURPLN, EURTRY, EURUSD, GBPAUD, GBPCAD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDHUF, USDILS, USDJPY, USDMXN, USDPLN, USDSGD, USDTRY, USDZAR 50,000​
AUDJPY, AUDNZD, AUDUSD, CADJPY, CHFJPY, EURAUD, EURCAD, EURCHF, EURGBP, EURJPY, EURNOK, EURNZD, EURSEK, NZDJPY, NZDUSD, USDNOK, USDSEK 100,000​
NOKSEK​ 1,000,000​


FX Touch Options Prices

Pricing Model

For Long positions you pay the Premium, for short positions you receive the Premium.

The pricing model Saxo Capital Market uses is similar to the one we apply to Vanilla Options (based on Black-Sholes model), which means spreads also vary depending on maturity.

No Commissions

No commissions apply.​

Touch Options are traded on live streaming prices from 100 to 10k units of potential payout in the base currency. Other amounts are available on an RFQ (request for quote) basis.

No Minimum Ticket fee

There is no minimum ticket fee or commission associated with trading FX Touch Options with Saxo Capital Markets.

Updated 29th April, 2014​