OPT_BARRIER
Επιστρέφει την τιμολόγηση μιας οριακής επιλογής, που υπολογίζεται χρησιμοποιώντας το πρότυπο τιμολόγησης επιλογής Black-Scholes.
OPT_BARRIER(Spot; Volatility; Rate; Foreign Rate; Maturity; Strike; LowerBarrier; UpperBarrier; Rebate; PutCall; InOut; BarrierMonitoring; Greek)
Spot is the price / value of the underlying asset and should be greater than 0.0.
Volatility is the annual percentage volatility of the underlying asset expressed as a decimal (for example, enter 30% as 0.3). The value should be greater than 0.0.
Rate is the continuously compounded interest rate. This is a percentage expressed as a decimal (for example, enter 40% as 0.4).
ForeignRate is the continuously compounded foreign interest rate. This is a percentage expressed as a decimal (for example, enter 50% as 0.5).
Maturity is the time to maturity of the option, in years, and should be non-negative.
Strike is the strike price of the option and should be non-negative.
LowerBarrier is the predetermined lower barrier price; set to zero for no lower barrier.
UpperBarrier is the predetermined upper barrier price; set to zero for no upper barrier.
Rebate is the amount of money to be paid at maturity if the barrier is hit.
Put or Call is a string that defines whether the option is a put (“p”) or a call (“c”).
InOut is a string that defines whether the option is knock-in (“i”) or knock-out (“o”).
BarrierMonitoring is a string that defines whether the barrier is monitored continuously (“c”) or only at the end / maturity (“e”).
=OPT_BARRIER(30;0,2;0,06;0;1;40;25;0;0;"c";"o";"c") επιστρέφει την τιμή 0,4243.
=OPT_BARRIER(50;0,4;0,05;0;0,5;65;0;80;0;"p";"o";"c";"e") επιστρέφει την τιμή 10,1585.