Exposure
Quantify your FX risk exposure
Enter your monthly currency needs, pick a volatility scenario and visualise the potential impact on your commercial margin.
Parameters
Currency pair, budget rate and commercial margin
Your currency position
You lose when EUR/USD falls: the currency strengthens and costs you more.
Budget rate
Your margin is fully absorbed at 0.9448 — 13.0 % below the market rate.
Monthly currency needs
Your currency outflows, stated in EUR at the budget rate
Pick a volatility scenario
1-year vol used: 7.60 %Amplitudes calibrated on current EUR/USD volatility (1 σ / 2 σ / 3 σ annualised)
Projection EUR/USD — Moderate decline
Trajectoire de baisse projetée sur 12 mois (7.6 % à horizon 1 an)
Cours projeté Spot référence
Impact on your commercial margin
Based on your inputs and the projected trajectory
Annual volume
€0
Potential loss
€0
Margin before shock
€0
15.0 %
Margin after shock
€0
0.0 %
Want to go further?
Talk to an ELEGG FINANCE advisor to build a bespoke hedging strategy tailored to your exposure.
Contact an advisor