Difference between revisions of "Manuals/calci/OPTIONSECURITY"

Revision as of 14:19, 3 October 2017

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

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

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.