WebCab XL Community Edition

EuropeanEvaluation.Call Method (Double, Double, Double, Double, DateTime, DateTime, String)

Calculates the present value of a European call option.

public double Call(
   double Price,
   double Strike,
   double RiskFreeRate,
   double Volatility,
   DateTime EvaluationDate,
   DateTime MaturityDate,
   string CalendarName
);

Parameters

Price
The present price of the underlying asset on which the call option can be exercised.
Strike
The strike price of the call option.
RiskFreeRate
The continuously compounded risk free interest rate expressed in decimal format (i.e. 1 percent = 0.01).
Volatility
The volatility of the price of the underlying asset given in decimal format (i.e. 1 percent = 0.01).
EvaluationDate
The evaluation date of the option.
MaturityDate
The date when the option contract matures.
CalendarName
(Optional) The name of one of the implemented business calendars, "London" by default.

Remarks

The full name of this function inside Excel is Option_EuropeanEvaluation_Call.

See Also

EuropeanEvaluation Class | Options Namespace | EuropeanEvaluation.Call Overload List