Options pricing add-in
The options pricing add-in offers offers the possibility to the use extremely fast QuoteLink's options package pricing using cell worksheet functions. There are 2 groups of functions the Black Scholes based and Binomial method based.
These formulas are intended to be used as the building blocks of your spreadsheets. These functions are written in native code and they are much faster then any spreadsheet only based equivalents.
|option type||'Call' or 'Put' most of feeds provide it in the field FLAG example =P("CSCO", "FLAG")|
|stock price||the underlying stock price used for the calculation|
|days to expiration||you can get it easily by subtracting =P("CSCO", "EXPIRATION") - TODAY()|
|the strike price||example =P("CSCO", "STRIKE")|
|risk free rate||risk free rate used you have to input it manually.|
|historical volatility||HV for the underlying stock. You have to input it manually||option price||option price to be assumed in the calculation|
Black & Scholes method
Unlike BNP formula result comes in an Excel array containing delta, gamma, theta, vega, rho. Please read MIcrosoft Excel documentation to understand how formula returning arrays are manipulated in a spreadsheet.