"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.