Call Option Calculator (Buy) Option Strike Price ($): Price Per Option ($): Stock Price at Expiration ($): Solution At Expiration: Parameter Value Gain/Loss ($) -$125.00 Gain/Loss (%) -100.0% Other Information --- Contract Cost/Net Debit $125.00 Maximum...
Call Spread Calculator A call spread, or vertical spread, is generally used is a moderately volatile market and can be configured to be either bullish or bearish depending on the strike prices chosen: Purchasing a call with a lower strike price than the written call provides a bullish strategy...
This calculator uses the Black-Scholes formula to compute the value of a call option, given the option's time to maturity and strike price, the volatility and spot price of the underlying stock, and the risk-free rate of return. The Black-Scholes option-pricing model is useful for computing...
This means that the price of the underlying asset is equivalent to a long position in a European call option, a long position in the present value of the strike price, and a shorting of a European put option with strike price x. In the optional section of the calculator called "Calculate...
TheBlack-Scholes modelis the most commonly used one forpricing options, while a modified version of the model is used for pricing warrants. The values of the above variables are plugged into an options calculator, which then provides the option price. Since the other variables are more or less...
Yield to Call Calculator (YTC) 1. Yield-to-Call on Bond Exercise Assumptions 2. Bond Call Price and Current Price (PV) Calculation 3. Annual Coupon on Bond Calculation 4. Yield to Call in Excel Calculation Analysis What is Yield to Call? Yield to Call (YTC) is the expected return on...
指在未来日期按一定价格买进一定数量股票的权利,称为买方期权(call option)。与卖方期权(put option)的词义相对照。 callable bond可提前兑回债券 或称可赎回债券(redeemable bond)。多数债券在发行时附有提前兑回条款(call provision),债券发行人可以按一个特定的金额,即期前兑回价格(call price),提前兑回债券,另...
This page explains the Black-Scholes formulas for d1, d2, call option price, put option price, and formulas for the most common option Greeks (delta, gamma, theta, vega, and rho). On this page: Black-Scholes Inputs Call and Put Option Price Formulas d1 and d2 Original Black-Scholes...
Feb. But you could roll up to the 310 strike (from the 300 strike you have today) since your option is nowdeep in the money. You would do this by buying back the Jan 300 option and then selling the Jan 310 option. Your covered call calculator should show you the difference like ...
Acovered call calculatorallows an investor to enter in: Stock price Strike price Call premium Days until expiration Margin interest rate You can then see the analysis of the parameters of the covered call write: Cost of the shares. Credit received from selling call options. ...