ExoticsCalc - Spread
 
Model
Underlying Price 1
Underlying Price 2
Exercise Price
Value Date Click to select date
Expiration Date Click to select date
Volatility 1 (%)
Volatility 2 (%)
Correlation (%)
Interest Rate (%)
Yield Rate 1 (%)
Yield Rate 2 (%)
Call Put
Theoretical Value
Theta
Rho

Market Option Price
Implied Strike

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Disclaimer: Option and derivative calculations are provided by Montgomery Investment Technology, Inc. All rights reserved. Calculations are provided for informational purposes only, and are not intended for trading and valuation analysis purposes. Montgomery Investment Technology, Inc. shall not be liable for any errors in the content, or for any actions taken in reliance thereon.