Hi I am learning about options and came across this example:
The spot FX rate AUD/USD is 0.6868, the 6 month ATM implied volatility for AUD/USD is 7.7% p.a., for the 6 month USD deposit rate is 2.28% and the 6 month AUD deposit rate is 1.45% p.a. Deposits are continuously compounded and the covered interest rate parity works perfectly. Underlying asset is a currency forward or currency spot.
I would like to compute the price of this European put option. But from the given information I dont see what is spot price, strike price and risk free interest rate. Could you please help me?