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. |