Manuals/calci/OPTIONSECURITY

OPTIONSECURITY (UnderlyingPrice,ExercisePrice,Time,Interest,Volatility,Dividend)

where

• $UnderlyingPrice$ is the spot price
• $ExercisePrice$ is the price at which an underlying security can be purchased or sold.

Description

• This function shows the value of the Underlying Option security.
• In $OPTIONSECURITY(UnderlyingPrice,ExercisePrice,Time,Interest,Volatility,Dividend)$,$UnderlyingPrice$ is the The spot price of the underlying asset of a derivative.
• $ExercisePrice$ is the price at which an underlying security can be purchased or sold.
• An underlying option security is the financial instrument on which a derivative's value is based – it provides the price that is used to determine the value of the derivative.
• An option is classified as a derivative because its value is derived from the underlying security.

Related Videos

Finance Function

See Also

• PUTOPTION
• IRR
• PV

References

• Option Security

• List of Main Z Functions

• Z3 home