June 22nd, 2012, 2:19 pm
Hi,I have found a fx call option greeks by using BS formula. Lets say it is 1000 usd call, 1860 try put. Here are the results, lets assume delta = 0.52gamma = 3.14vega = 0.36(without dividing by 100)How can I find the position weighted greek values? What would be the currency of the results?Thanks in advance