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Options

Finance

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Description

Options! (version 1.0.1), This application performs Black Scholes analysis of European Call and Put options. It is extremely user friendly and simple to operate. It computes the price of the option and the important Greeks (see below). The required inputs are: Option type: Call or Put Price of the underlying security, Strike Price Today’s Date. Expiration Date, Volatility Risk Free interest Rate, Dividend Date, The program’s outputs are: Price – the Black Scholes price of the option.

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