Options simulator - Black & Scholes

Underlying Price, S =  
EXERCISE PRICE, K =  
INTEREST RATES (%), R =

Data

MATURITY (NUMBER OF DAYS), T =  
VOLATILITY (%), EF =

Data

RATE OF RETURN (%), Q =

Data

Type PREMIUM Delta Gamma Theta Vega
Call 3,06 0,5229 0,0556 -19,8270 11,4185
Put 2,65 -0,4771 0,0556 -14,8475 11,4185
 
 

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Ho Chi Minh city, VIET NAM
Phone : +84 (0)8 54 17 13 28
Fax : +84 (0)8 54 17 13 65
Email : contact@ifrc.fr

 
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