List the arguments of FX call or put alternative model price

Question

List the arguments (variables) of which a FX call or put alternative model price is a function. How does the call & put premium change w.r.t. alteration in the arguments?
Both call & put options are functions of just six variables: S_t, E, r_i, r_us, T and ρ. While all else remains the similar, the price of a European FX call (put) option will enhance:

a) the larger (smaller) is S,

b) the smaller (larger) is E,

c) the larger (smaller) is r_us,

d) the smaller (larger) is r_i,

e) the larger (smaller) rus is relative to r_i, and

f) the greater is ρ.

While r_us and r_i are not too much different in size, a European FX call & put will increase in price when the option term-to-maturity increases. However, while rus is very much larger than r_i, a European FX call will enhance in price, however the put premium will decrease, while the option term-to-maturity increases. The opposite is true when r_i is very much greater than rus. For American FX options the analysis is less complexes. As a longer term American option can be exercised on any date that a shorter term option can be exercised, or some later date, this follows that the all else remaining the similar, the longer term American option will sell at a price at least as large as the shorter term option.