Discontinued App

Option Professional

The most comprehensive option application - Key Features: 1. Computes American and European option price for equity (including equity index), foreign ...

Discontinued App

Description

The most comprehensive option application - Key Features: 1. Computes American and European option price for equity (including equity index), foreign currency option and 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. 4. Call, put, covered call and protective put option strategy payoff is provided. 5. Pay off chart for Covered Call, Protective Put, Put and Call Input: 1. Stock Price/Future Price/Foreign Currency Spot Price 2. Strike/Exercise Price 3. Expiration time in day, month, year or select expiration date 4. Risk free interest rate or domestic interest rate 5. Optional Dividend yield for equity/index options 6. Foreign interest rate for foreign currency options 7. 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 Implied Volatility - From European/American Call/Put price, implied volatility is calculated. Print & E-Mail: 1. Print option summary, greeks and payoff 2. E-mail option summary, greeks and payoff formatted pdf as attachment Note: American option price and implied volatility results are not calculated always as the solutions may not converge for each data set.

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Technical specifications

Version: 6.0

Size: 1.72 MB

System:

Price: 9,90 €

Developed by Business Compass LLC

Day of release: 2010-08-10

Recommended age: 4+

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