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THETA.CALL

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Theta of call option (time decay).

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

Examples

=THETA.CALL(100, 100, 1, 0.05, 0.2, 0)
Result -6.414027628432777

Syntax

THETA.CALL(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
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