WebCab XL Community Edition

EuropeanEvaluation.Put Method (Double, Double, Double, Double, Double)

Calculates the present value in accordance with the Black-Scholes model of a European put option on an investment asset which does not make any cash payments to holders (such as dividends, coupons or interest payments).

public double Put(
   double StockPrice,
   double Strike,
   double RiskFreeRate,
   double Volatility,
   double TimeToMaturity
);

Parameters

StockPrice
The present price of the stock price.
Strike
The strike price of the put option.
RiskFreeRate
The continuously compounded risk free interest rate expressed in decimal format (i.e. 1 percent = 0.01).
Volatility
The volatility of the underlying asset price in decimal format (i.e. 1 percent = 0.01).
TimeToMaturity
The time (in years) until the option contract matures.

Remarks

The full name of this function inside Excel is Option_EuropeanEvaluation_Put_ByTimeSpans.

See Also

EuropeanEvaluation Class | Options Namespace | EuropeanEvaluation.Put Overload List