FX Options

Stream tradeable prices around the clock and trade a broad range of FX options.

Making the most of your FX portfolio requires a high degree of precision, alongside a deep understanding of the complexities of the currency market. Through UBS Neo, you can trade an extensive range of options quickly and decisively.

  • Vanillas: Vanilla, straddle, strangle, risk reversal, spread, calendar spread
  • Barriers: Generic barrier, knock-out (KO), knock-in (KI), reverse knock-out (RKO), reverse knock-in (RKI), European RKO, European RKI, European KIKO, RKO with rebate
  • Payouts and digitals: Touch, no-touch, double no-touch, digital, digital barrier
  • Exotic forwards: Knock-out forward, knock-in forward, European knock-in forward, double knock-in forward, reset forward

Available functionality includes:

Dual-Pricer Mode

Our dual-mode option pricing has been engineered for performance and clarity, making execution easy and efficient.

Strip Wizard

Generate a repeating pattern across successive expiry dates using the Strip Wizard. Set up an expiry, and then use the Strip Wizard to replicate it on a regular basis (monthly, biweekly, weekly).

Solving

Solve for both strike and notional in UBS Neo, with dealable “solved-for” structures. When solving for strike it is possible to target all strikes, selected strikes or a single strike.

Integrated Blotter

Customise your blotter to show your complete vanilla and first-generation exotic trade population. Use the convenient search feature to find the option you are looking for.

FX Volatility Grid

View and compare volatilities for different option maturities on a range of currency pairs using FX Volatility Grid.


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