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add put option calculations
author Dennis Concepcion Martin <dennisconcepcionmartin@gmail.com>
date Sat, 20 Nov 2021 18:47:17 +0100
parents 5063639df439
children 9ef6b3cc8bdf
comparison
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8:f213aa4891fc 9:6f9a6fc6d4d9
25 - Standard deviation = 25% 25 - Standard deviation = 25%
26 - Time to expiration = 6 months 26 - Time to expiration = 6 months
27 27
28 #### Command 28 #### Command
29 ```bash 29 ```bash
30 fbs --spot-price=20.00 --exercise-price=21.00 --risk-free-rate=0.05 --std=0.25 --expiration=0.5 30 fbs \
31 --spot-price=20.00 \
32 --exercise-price=21.00 \
33 --risk-free-rate=0.05 \
34 --std=0.25 \
35 --expiration=0.5
31 ``` 36 ```
32 37
33 #### Output 38 #### Output
34 39
35 ```bash 40 ```bash
36 --------------------------------------------- 41 ---------------------------------------------
37 European call option price: 1.197698084193286 42 European call option price: 1.197698084193286
38 --------------------------------------------- 43 ---------------------------------------------
44 European put option price: 1.6792062367882679
45 ---------------------------------------------
39 ``` 46 ```