WebCab XL Community Edition

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

Calculates the present value of a European call option.

public double Call(
   double Price,
   double Strike,
   double RiskFreeRate,
   double Volatility,
   double TimeToMaturity
);

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).
TimeToMaturity
The time (in years) until the option matures.

Remarks

The full name of this function inside Excel is Option_EuropeanEvaluation_Call_ByTimeSpans.

See Also

EuropeanEvaluation Class | Options Namespace | EuropeanEvaluation.Call Overload List