TimeValueCall: Time Value of a European Call Option
In grfiv/ustreasuries: Treasury Data Download, Fixed-Income Models and Derivative Analyses
Description
Usage
Arguments
Value
Author(s)
References
Examples
View source: R/BSM_utilities.R
Description
The total value of an option is its intrinsic value plus its time value
Usage
1
TimeValueCall(Stock, Exercise, Call_price)
Arguments
Stock
S_0, the asset price
Exercise
K, the option strike price
Call_price
The value of the call being analyzed
Value
The Time Value of the call option
Author(s)
George Fisher GeorgeRFisher@gmail.com
References
Hull, 7th edition ch 8 p186
Examples
1
2
3
4
5
6
# Hull, 7th edition ch 8 p186
Stock <- 21 # S_0
Exercise <- 20 # K
Call_price <- 1.875
(calltv <- TimeValueCall(Stock, Exercise, Call_price))
grfiv/ustreasuries documentation built on May 17, 2019, 8:36 a.m.
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Description Usage Arguments Value Author(s) References Examples
View source: R/BSM_utilities.R
Description
The total value of an option is its intrinsic value plus its time value
Usage
1 | TimeValueCall(Stock, Exercise, Call_price)
|
Arguments
Stock |
S_0, the asset price |
Exercise |
K, the option strike price |
Call_price |
The value of the call being analyzed |
Value
The Time Value of the call option
Author(s)
George Fisher GeorgeRFisher@gmail.com
References
Hull, 7th edition ch 8 p186
Examples
1 2 3 4 5 6 | # Hull, 7th edition ch 8 p186
Stock <- 21 # S_0
Exercise <- 20 # K
Call_price <- 1.875
(calltv <- TimeValueCall(Stock, Exercise, Call_price))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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