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Européenne
K ($) 40
r (%) 8%
Américaine
δ (%) 6%
σ (%) 30%
T (ans) 1
N 20 genre d'option
Call
Option Price
● Put
Δ
Γ
θ (journalier)
vega(par pourcent*)
ρ(par pourcent*)
Ψ(par pourcent*)
Ω
73.82
68.96
64.42 64.55
60.18 60.3
56.22 56.33 56.45
52.52 52.63 52.73
49.06 49.16 49.26 49.36
45.83 45.93 46.02 46.11
42.82 42.9 42.99 43.08 43.16
40 40.08 40.16 40.24 40.32
37.44 37.52 37.59 37.67 37.74
35.05 35.12 35.19 35.26
32.81 32.87 32.94 33
30.71 30.77 30.83
28.75 28.8 28.86
26.91 26.96
25.19 25.24
23.58
22.07
Option's tree
0
0.02
0.07 0.04
0.2 0.13
0.44 0.32 0.21
0.82 0.66 0.5
1.39 1.19 0.99 0.78
2.15 1.93 1.7 1.45
3.1 2.87 2.63 2.37 2.09
4.23 4.01 3.78 3.53 3.25
5.32 5.11 4.88 4.63 4.36
6.58 6.39 6.18 5.96
8.01 7.85 7.68 7.5
9.59 9.46 9.34
11.29 11.21 11.14
13.09 13.04
14.81 14.76
16.42
17.93
0
0
0 0
0 0
0 0 0
0 0 0
0 0 0 0
0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0.01 0 0 0 0
0.01 0 0 0 0
0.06 0.02 0 0 0
0.11 0.04 0 0 0
0.35 0.2 0.08 0 0
0.57 0.36 0.16 0 0
1.19 0.91 0.62 0.3 0
1.79 1.44 1.05 0.59 0
2.95 2.61 2.22 1.76 1.14
4.07 3.73 3.34 2.87 2.22
5.72 5.46 5.17 4.84 4.5
7.31 7.11 6.92 6.73 6.66
9.22 9.1 8.98 8.92 8.86
11.08 11.02 10.97 10.91 10.85
12.99 12.93 12.88 12.82 12.77
14.71 14.66 14.61 14.56 14.51
16.38 16.33 16.28 16.23 16.19
17.89 17.84 17.8 17.75 17.71
19.34 19.3 19.26 19.22 19.18
20.66 20.63 20.59 20.55 20.51
21.9 21.86 21.83 21.79
23.06 23.02 22.99 22.96
24.14 24.11 24.08
25.16 25.13 25.1
26.1 26.08
26.99 26.97
27.82
28.6
156.1
136.5
119.37
104.38
91.27
79.81
69.79
61.03
53.37
46.67
40.81
35.68
31.2
27.29
23.86
20.86
18.25
15.95
13.95
12.2
10.67
0
0
4.32
8.8
12.71
16.14
19.14
21.75
24.05
26.05
27.8
29.33