Comprehensive Stock Option Application. Key Features -1. Computes American and European option price for equity (including equity index) options2. Computes Option Greeks - Delta, Vega, Theta, Gamma and Rho. 3. Implied volatility - Both from American and European Call/Put option prices, implied volatility is derived.4. Call, put, covered call and protective put option strategy payoff is provided.5. Pay off chart for Covered Call, Protective Put, Put and CallInput:1. Stock Price2. Strike/Exercise Price3. Expiration time in day, month, year or select expiration date4. Risk free interest rate6. Historic volatility of the securityOutput:1. Summary - American/European Call/Put Price, Intrinsic Value and Time Value2. Greeks - Delta, Gamma, Theta, Vega, Rho3. Payoff- payoff of call, put, covered call and protective putImplied Volatility - From European/American Call/Put price, implied volatility is calculated.Print & E-mail:1. Print summary, greeks and payoff2. E-mail Print summary, greeks and payoff as formatted pdf attachmentNote: American option price and implied volatility results are not calculated always as the solutions may not converge for each data set.
熱門國家 | 系統支援 | 版本 | 費用 | APP評分 | 上架日期 | 更新日期 |
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未知 | iOS App Store | 5.0 App下載 | $3.99 | 2010-08-10 | 2015-06-03 |