In the case of currency options, the underlying is in the
usually a specific currency amount. In this case, the at-the-money strike price often does not refer to the price of the underlying on the spot market prevailing at the time of the transaction. Rather, the strike price is based on the current forward price (unless otherwise specified: the price in 90 days) of the relevant currency. – See swap rate.

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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
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https://www.gerhardmerk.de/

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