Difference between revisions of "Manuals/calci/OPTIONSECURITY"
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| − | + | =OPTIONSECURITY (UnderlyingPrice,ExercisePrice,Time,Interest,Volatility,Dividend)== | |
| + | where | ||
*<math>UnderlyingPrice</math> is the spot price | *<math>UnderlyingPrice</math> is the spot price | ||
*<math> ExercisePrice</math> is the price at which an underlying security can be purchased or sold. | *<math> ExercisePrice</math> is the price at which an underlying security can be purchased or sold. | ||
Revision as of 15:33, 4 January 2018
OPTIONSECURITY (UnderlyingPrice,ExercisePrice,Time,Interest,Volatility,Dividend)=
where
- is the spot price
- is the price at which an underlying security can be purchased or sold.
is the spot price
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 , is the The spot price of the underlying asset of a derivative.
- 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.
,