What are some reasonable parameters with three Wiener processes?

In a foreign currency model, domestic and foreign stocks + exchange rate is modelled via 3 Wiener processes.

I am trying to price options in this model, however, I am unsure what some realistic values for the volatility vectors are? I am noticing in particular that the value of my price ranges wildly (mainly it goes to 0) for certain volatility choices.

This is because the pricing function contains an exponential to the power of the negative of a dot product of volatility vectors.... so a poor choice of volatilities leads to an incredibly low value due to this exponential factor.