PhoenixAI » Features » Advanced Features » Derivatives Calculator
Derivatives Calculator
Description:
This is a calculator for options, warrants and other derivatives.
Capabilities:
Calculates the Greek +/- values from -20% to +20% at 5% intervals for the option, based on the underlying stock price movements.
Also calculates implied volatility, and charts the calculated values of the option vs the underlying stock price.
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Key Points:
 
 Computes traded options theoreticals
 Sensitivities (Greeks)
 Use either existing ASX options/derivatives symbol or input custom parameters
  Black-Scholes Model
 Binomial Model
 Chart the sensitivities
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Quick tips:
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To view the calculations for any particular option simply drag it from your options watch list or derivative map.
Click the chart tab at the bottom to view a fair value vs stock price.
Use the drop down menu in the tool bar to change the chart to stock price vs the Greek value of your choice.
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