Key Features:
1. Computes American and European option price for equity (including equity index), foreign currency option and option on futures
2. 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.
Call, put, covered call and protective put option strategy payoff is provided.
Input:
1. Stock Price/Future Price/Foreign Currency Spot Price
Strike/Exercise Price
2. Expiration time in day, month, year or select expiration date
3. Risk free interest rate or domestic interest rate
4. Optional Dividend yield for equity/index options
5. Foreign interest rate for foreign currency options
6. Historic volatility of the security
Output:
1. Summary - American/European Call/Put Price, Intrinsic Value and Time Value
2. Greeks - Delta, Gamma, Theta, Vega, Rho and Rho 2 (foreign currency) for call/put
3. Payoff- payoff of call, put, covered call and protective put
4. Implied Volatility - From European/American Call/Put price, implied volatility is calculated.
5. Graphs/Charts of Profitability
6. Save and e-mail result
免費玩Option Suite - Professional APP玩免費
免費玩Option Suite - Professional 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 | Android Google Play | 5.0 App下載 | USD$10.99 | 1970-01-01 | 2015-04-20 | |
台灣 Taiwan | Android Google Play | 5.0 App下載 | NT$329.0 | 2012-07-10 | 2015-03-26 |