OPT_GRENSE
Returnerer prissetjinga for ein grenseopsjon, rekna ut ved å bruka prisfastsetjingsmodellen frå Black-Scholes.
OPT_GRENSE(Punkt; Voladitet; Rente; Framand rente; Forfall; Innløysingspris; Nedre grense; Øvre grense; Rabatt; PutCall; InnUt; Grensetype; Gresk)
Spot is the price / value of the underlying asset and should be greater than 0.0.
Volatility is the annual percentage volatility of the underlying asset expressed as a decimal (for example, enter 30% as 0.3). The value should be greater than 0.0.
Rate is the continuously compounded interest rate. This is a percentage expressed as a decimal (for example, enter 40% as 0.4).
ForeignRate is the continuously compounded foreign interest rate. This is a percentage expressed as a decimal (for example, enter 50% as 0.5).
Maturity is the time to maturity of the option, in years, and should be non-negative.
Innløysingsprisen gjeld for opsjonen og kan ikkje vera negativ.
LowerBarrier is the predetermined lower barrier price; set to zero for no lower barrier.
UpperBarrier is the predetermined upper barrier price; set to zero for no upper barrier.
Rabatt er kor mykje som skal betalast ved forfall dersom grensa er nådd.
Put og Call er ein streng som seier om ei innstilling er put («p») eller call («c»).
InOut is a string that defines whether the option is knock-in (“i”) or knock-out (“o”).
BarrierMonitoring is a string that defines whether the barrier is monitored continuously (“c”) or only at the end / maturity (“e”).
=OPT_GRENSE(30;0,2;0,06;0;1;40;25;0;0;"c";"o";"c") returnerer verdien 0,4243.
=OPT_GRENSE(50;0,4;0.05;0;0,5;65;0;80;0;"p";"o";"c";"e") returnerer verdien 10,1585.