This Java Applet is a (very) lite version of the OPTIONATOR, a selection of codes and COM objects to price options and determine implied volatilities.
In this restricted version you can either calculate the option price of European and American Call/Put options for given parameters or you can plot the price and a choice of one of the standard greeks for different parameters. The parameters implemented here are initial stock price, strike price, interest, (continuous) dividend, and volatility. The greeks implemented are delta, gamma, vega, theta, and rho. All times occurring in this applet are measured in years, except for the date of expiration of the option, given in days.
There is a choice of binomial-tree or analytic methods for determining the price. You can also vary the number of steps in the binomial tree.
The full version will contain many more types of exotic options , nonstandard greeks, Monte-Carlo based computational methods, real 3D plots of the dependence of price/greeks on more than one variable, and much more!
There is no guarantee for the correctness of the numbers generated here!
Otherwise have some fun with the applet!
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