Most comprehensive foreign currency option application - Key Features:1. Computes American and European option price for foreign currency option2. Computes Option Greeks - Delta, Vega, Theta, Gamma and Rho. In case of currency option, Rho 2 - sensitivity to foreign interest rate is calculated.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 and chart is provided.Input:1. Foreign Currency Spot Price2. Strike/Exercise Price3. Expiration time in day, month, year or select expiration date4. Risk free interest rate or domestic interest rate5. Foreign interest rate for foreign currency options6. Historic volatility of the securityOutput:1. Summary - American/European Call/Put Price, Intrinsic Value and Time Value2. Greeks - Delta, Gamma, Theta, Vega, Rho and Rho 2 for call/put3. 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 depreciation schedule2. E-Mail depreciation schedule as a formatted pdf attachmentNote: American option price and implied volatility results are not calculated always as the solutions may not converge for each data set.
免費玩Foreign Currency Option APP玩免費
免費玩Foreign Currency Option App
熱門國家 | 系統支援 | 版本 | 費用 | APP評分 | 上架日期 | 更新日期 |
---|---|---|---|---|---|---|
未知 | iOS App Store | 5.0 App下載 | $3.99 | 2010-08-10 | 2015-06-03 |