call.estimate {roptions}

Option Greek and Estimated Premium of Call Option

Description

Calculate the Option Greek of a Contract and Estimated Premium of Contract

Usage

call.estimate(s, k, t, sd, r, d = 0)

Arguments

s

Spot Price of Underlying Asset

k

Exercise Price of Contract

t

Time to Expiration

sd

Volatality

r

Risk free rate of return

d

Divident Yield (use cont.rate()), Default: 0

Details

"Greeks" is a term used in the options market to describe the different dimensions of risk involved in taking an options position. These Greeks are calculated in this function along with the premium of the option contract using the BSM Model.

Value

Output gives the Option Greek of a Option Contract. Also the Premium of the contract is estimated.

Examples

call.estimate(100, 105, 0.25, 0.35, 0.0488)