For a two-currency paradox, the delta for one party is the binary price of the other and vice versa. For example, for USD-EUR, a bet in dollar based person on USD-EUR is different in price from the translation into Euros of a bet in Euros on USD-EUR of the same strike and expiry. Define N(d2) as the price of the binary for a dollar based person, then N(d1) will be the price of the bet for the person based in Euro.

I really don't understand the logics here. Many thanks