BlackScholesPut
Mon 01 January 2018Syntax
BlackScholesPut(Asset_Price, Strike_Price, Interest_Rate, Years, Volatility)
Description
Use the BlackScholesPut function to return the value of a put against an equity underlying according to the Black-Scholes equations.
Parameters
|
Field or Control |
Definition |
|---|---|
| Asset_Price |
The asset price. This parameter takes a decimal value. |
| Strike_Price |
The strike price. This parameter takes a decimal value. |
| Interest_Rate |
The risk-free interest rate. This parameter takes a decimal value. |
| Years |
The number of years to option expiration. This parameter takes a number (decimal) value. |
| Volatility |
The volatility of underlying. This parameter takes a decimal value. |
Returns
A number representing the value of a call against an equity.