an Option Pricer  brought to you by

This is a medium-lite version of the OPTIONATOR, a selection of codes and COM to price and hedge portfolios of options and stocks and determine implied volatilities.

In this version  you can calculate the option price of

European Call/Put Options American Call/Put Options Barrier Options Binary Options Bond Options

 

ParametersOutput

FEATURES: 2D Plot of Prices/Greeks 3D Plot of Prices/Greeks
ALTERNATIVE: Fix Option Price - Determine Implied Volatility

All times occurring in this applet  are measured in years except for the expiry (duration of the option) that is stated in days.

Methods of Calculating Options:: • binomial tree  • analytic formulae  • Monte Carlo

You can vary the number of steps in the non-analytic methods and the number of sampling paths for the Monte Carlo calculation.

An in-depth explanation of bond, barrier and binary options will follow soon!

Full version to come: many more types of exotic options , nonstandard greeks, better Monte-Carlo based computational methods, portfolios of correlated options and stocks, and much more!

   NO guarantee for the correctness of the numbers!   

Otherwise have some fun with this applet!

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