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DELTA.PUT

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Delta of put option.

  • Origin: A deepcalc original
  • Excel: No equivalent
  • Google Sheets: No equivalent
  • Returns: Number

Examples

=DELTA.PUT(100, 100, 1, 0.05, 0.2, 0)
Result -0.3631694139929697

Syntax

DELTA.PUT(S, K, T, r, sigma, [q])
S
number required
K
number required
T
number required
r
number required
sigma
number required
q
number optional defaults to 0
ASIAN.CALLAsian call on the geometric average of n_avg observations (exact closed form; approximates the arithmetic Asian). BARRIER.CALLBarrier call option: type 1=down-and-out, 2=down-and-in, 3=up-and-out, 4=up-and-in (Hull ch. 26 formulas). BINOMIAL.AMERICAN.PUTBinomial tree American put option price. BINOMIAL.CALLBinomial tree call option price. BINOMIAL.PUTBinomial tree put option price. BS.CALLBlack-Scholes call option price.