"Option" area in the "Fair Value Calculator (Option)"
In the "Option" area, you can enter the following data for the option selected:
Field | Description |
|---|---|
Type | Select if you want to calculate a call or put option. |
Volatility in % | Enter the volatility in percent for the product value scenario that you want to calculate. |
Strike price in currency | Enter the strike price in percent for the scenario. |
Value date | Use the integrated calendar in this field to select the value date for the scenario. |
Expiration date | Use the integrated calender to select the expiration date of the option for the scenario. |
Risk-free interest rate % | Enter the risk-free interest rate in percent for the scenario. |
"Calculate" button | After setting the parameters and specifying the underlying, click this button to start the calculation. |