MULTI-OPTION CALCULATOR

The Original Multi-Option Webulator

This calculator uses an adjusted Black-Scholes model to value up to 5 european options simultaneously.

For an explanation of the terms used here see Input/Output Data Definitions
Recommended books on option pricing

CALCULATION SETTINGS


 Option type:Call Put       |  Maturity: inDays Months Years

        --------------------------------------------------- 
 CALCULATE:  theoretical value        OR   implied volatility    
               (enter Volatility below)         (enter Option Price below)
        ---------------------------------------------------

DATA INPUT                 iter
 Share Price:        | Enter parameters for option on the left.
 Strike Price:       | Then click on +CALCULATE+ to produce
 Maturity:           | another screen with 5 sets of option
 Dividend Yld:       | parameters, which can then be adjusted.
 Interest Rate:      | It is possible to iterate one option
    Volatility:      | parameter (+/- 5&10%)by checking the
 or Option Price:    | radio button to the side.
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