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"Calculated fair value" area in the "Fair Value Calculator (Option)"

In the "Calculated fair value" area, you see the following calculated results:

Field

Description

Calculated fair value

The fair value of the option according to Black/Scholes for the currently specified parameter.

Delta

The calculated delta of the option for the currently specified parameter.

Gamma

The calculated gamma of the option for the currently specified parameter.

Vega

The calculated vega of the option for the currently specified parameter.

Theta

The calculated theta of the option for the currently specified parameter.

Rho

The calculated rho of the option for the currently specified parameter.

For more information about this indicator, see the Stock Exchange Glossary (in German only9.

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