Option On Future 5.0 (Mobile)

Source: Business Compass

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Most comprehensive Option on Future option application. Key Features:1. Computes American and European option price for Option on Futures2. Computes Option Greeks - Delta, Vega, Theta, Gamma and Rho. In case of currency option3. Implied volatility - Both from American and European Call/Put option prices, implied volatility is derived.4. Call, put, covered call and protective put option strategy payoff and payoff chart is provided.Input:1. Future Price2. Strike/Exercise Price3. Expiration time in day, month, year or select expiration date4. Risk free interest rate5. Foreign interest rate for foreign currency options6. Historic volatility of the securityOutput:1. Summary - American/European Call/Put Price, Intrinsic Value and Time Value2. Greeks - Delta, Gamma, Theta, Vega, Rho for call/put3. Payoff- payoff of call, put, covered call and protective putImplied Volatility - From European/American Call/Put price, implied volatility is calculated.Print & E-Mail:1. Print depreciation schedule2. E-Mail depreciation schedule as a formatted pdf attachmentNote: American option price and implied volatility results are not calculated always as the solutions may not converge for each data set.
Format:Software Size:1524.00
Version:5.0 Date:Aug 2010
Platform:Mobile Price:3.99