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Option Pricer

Option Pricer
  • #: 10200
  • Price: $4.99 In Apple Store
  • Category: Finance
  • Updated: 2008-08-16
  • Current Version: 1.0
  • 1.0
  • Size: 0.10 MB
  • Language: English
  • Seller: SANJAI K AGARWAL
  • Requirements: Compatible with iPhone, iPod touch, and iPad. Requires iOS 2.0 or later
  • © 2008 Agarwal Associates, Inc.
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Description

Option pricer calculates the theoretical value of a call and put option.

You simply supply the current price and annual historical volatility of the underlying instrument, prevailing risk free interest rate, strike price and the option's time to maturity.

The application also calculates the delta, gamma, theta, vega and rho of the option. You can provide an optional dividend yield to the calculator. The calculator is based on the popular Black-Scholes options pricing model.

iPhone Screenshots

Option Pricer iPhone Screenshot 1
Option Pricer iPhone Screenshot 2

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Rated 4/5 based on 1 customer reviews.

 

4/5 stars

works

:
...for me on the go. quotes bookmark/ download would be nice but good app!!

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The information may be outdated (2011-03-27 09:47:01). For actual information go to iTunes


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