Simple Java Currency Option Calculator

Delta (δ)	is the option's sensitivity to small movements in the underlying asset price
Gamma (γ)	is the delta's sensitivity to small movements in the underlying asset price Gamma is identical for call and put options
Theta (θ)	is the option's sensitivity to a small change in time to maturity. As time to maturity decreases, it is normal to express the theta as minus the partial derivative with respect to time
Vega	is the option's sensitivity to small movements in the volatility(sigma) of the underlying asset Vega is identical for call and put options (Vega is a star by the way!)
Rho (ρ)	is the option's sensitivity to a small change in the risk-free interest rate
Sigma (σ)	is the option's volatility

The Java Applet Calculator on this page requires american price style (cents)
That is it works for GBP(1)-USD(1.5) but not for CHF(2)-GBP(1)
Further the European Model is Black-Scholes (1973)
Rather than Garman-Kohlhagen (1983)
Finally the American Binomial Iteration is at best heavy handed
The reason the applet is far from complete is simple:
The Java byte code can be 'decomposed-decompiled' easily to Java Source.

This Calculator does not calculate correctly

The binomial calculations for rho ( ρ ) theta ( θ ) gamma ( γ ) and vega. are not correct.
It is better to see the Option Folder Section and in particular Complete Binomial Model