  The problem of European-style option pricing in time-changed L\'{e}vy models
in the presence of compound Poisson jumps is considered. These jumps relate to
sudden large drops in stock prices induced by political or economical hits. As
the time-changed L\'{e}vy models, the variance-gamma and the normal-inverse
Gaussian models are discussed. Exact formulas are given for the price of
digital asset-or-nothing call option on extra asset in foreign currency. The
prices of simpler options can be derived as corollaries of our results and
examples are presented. Various types of dependencies between stock prices are
mentioned.
