A financial institution has just sold 1,000 7-month European call options on the Japanese yen. Suppose that the spot exchange rate is 0.80 cent per yen, the exercise price is 0.81 cent per yen, the risk-free interest rate in the United States is $8 \%$ per annum, the risk-free interest rate in Japan is $5 \%$ per annum, and the volatility of the yen is $15 \%$ per annum. Calculate the delta, gamma, vega, theta, and rho of the financial institution's position. Interpret each number.