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"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.

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