OptDrvr - Options Calculator 11.2
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Publisher: FIS Ltd
File size: 54KB
OS: Windows XP, 2000, 98, Me, NT
Date added: 2009-10-27
Homepage: http://www.fis-group.com
Category: Business
OptDrvr - Options Calculator 11.2 Description
"Evaluate Stock, Index and Futures options using Black-Scholes & Binomial mod"
Editor: OptDrvr (ver 11.2) supports the pricing of Futures options alongside Stock Options and Index options, has improved checking, performance and dividend handling including the addition of annual dividend growth to help when pricing longer dated options where you would like to adjust the dividend yield each year.
OptDrvr is an Excel addin which provides the user with option pricing models to evaluate stock options (equity options), index options and options on futures. The calculator can also be used to price warrants.
The addin handles American and European style call and put options with or without dividends, determining option fair values, implied volatilities and risk sensitivities. Risk sensitivities (also known as hedge parameters or "Greeks") include deltas, gammas, vegas, thetas and rhos.
Option models include:-
* Black-Scholes
* Black and Scholes adjusted
* Binomial
The Black & Scholes adjusted model can be used to price options using the Black Scholes model but adjusting for dividends.
All models are accessed by the driver function OptDriver, allowing the user to easily switch Between the different option types and models. Thus users can effectively compare options, making OptDrvr an invaluable training aid for novices, whilst being a powerful what-if options analyzer & trading tool for the more experienced options trader.
Spreadsheet template provided which highlights all the features of OptDrvr together with what-if analysis and charting. Users can customise the template or write their own spreadsheets to price options and manage portfolios. Users can also take advantage of all Excel features such as fetching option Details & position information from a database or price data from a real-time feed via DDE before using OptDrvr for risk management analysis.
OptDrvr is developed for optimal performance, ease of use and to behave just like any other Microsoft Excel function such that Similar to Microsoft Excel functions. you can free download OptDrvr - Options Calculator 11.2 now.
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