|NUMA OPTION CALCULATOR|
|Share Price:||[data]||Strike Price:||[data]||Maturity(yrs):||[data]|
|Dividend Yld:||[data]||Interest Rate:||[data]||Volatility:||[data]|
Note: as an aid for input, there is the facility to input the share/strike/option prices all as "eighth's". For this, select the button (to the right of the input strike price). With /8 selected, a price of 67 3/8 can be input as 67.3; the program will then automatically convert "67.3" to the decimal 67.375 for use in the calculations. All outputs from the calculator will always be expressed in decimal.
Note: if valuing currency options, then the foreign interest rate should be input to this field.
Note: strictly, the Black-Scholes valuation model requires the interest rate to be a continuously compounded rate. So the calculator converts the simple rate input, to a continuously compounded rate. However, some option calculators and examples in books do not make this adjustment, so there is the facility to "switch off" this conversion, by de-selecting the button called cc-int. This might then enable calibration with other option calculators.
|THEORETICAL VALUE CALCULATIONS|
|% of share:||[data]||Gamma:||[data]||Vega:||[data]||(Rho2):||[data]|