Option premium as a function of stock price/strike and time.

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Description

Function to plot the option premium as a function of stock price/strike and time

Usage

1

Details

The user inputs are as follows:
Type of Option: chosen between Call/Put
X-Y axis: chosen between Stock price-Time/Strike - Time
sigma
Risk free rate
Clicking on the '+'/'-' respectively increases/decreases the values.

Value

A plot of the option premium as a function of stock price/strike and time

Author(s)

S Subramanian <ssubramanian@sssihl.edu.in>

References

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

See Also

basicpayoffs

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