Free Calls-Puts-Option Δ Calculator - Calculates the call price, put price, and option Δ based on an option under the risk neutral scenario with a 1 year term. This calculator has 1 input.
What 7 formulas are used for the Calls-Puts-Option Δ Calculator?
What 8 concepts are covered in the Calls-Puts-Option Δ Calculator?
call option
an option to buy assets at an agreed price on or before a particular date
delta
A letter of the greek alphabet used for math notation. Δ δ
option
a contract which conveys to its owner, the holder, the right, but not the obligation, to buy or sell a specific quantity of an underlying asset or instrument at a specified strike price on or before a specified date
put option
an option to sell assets at an agreed price on or before a particular date
risk
expose (someone or something valued) to danger, harm, or loss.
risk free rate
the rate of return offered by an investment that carries zero risk
stock
the shares of which ownership of a corporation or company is divided