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Derivatives Calculator

Description:

This is a calculator for options, warrants and other derivatives.



Capabilities:

Calculates the Greek +/- values from -20% to +20% at 5% intervals for the option, based on the underlying stock price movements.

Also calculates implied volatility, and charts the calculated values of the option vs the underlying stock price.

 



Key Points:

   Computes traded options theoreticals

  Sensitivities (Greeks)

  Use either existing ASX options/derivatives symbol or input custom parameters

   Black-Scholes Model

  Binomial Model

  Chart the sensitivities

 



Quick tips:

 

To view the calculations for any particular option simply drag it from your options watch list or derivative map.

Click the chart tab at the bottom to view a fair value vs stock price.

Use the drop down menu in the tool bar to change the chart to stock price vs the Greek value of your choice.