# DIGITAL.CALL

options · a deepcalc original · no excel equivalent · no sheets equivalent

digital (binary) call option that pays fixed amount

## signature

```
DIGITAL.CALL(S, K, T, r, sigma)
```

returns: `number`

## arguments

- S: number — required
- K: number — required
- T: number — required
- r: number — required
- sigma: number — required

## examples

formula and result, asserted in the engine test suite.

| formula | result | with |
| --- | --- | --- |
| `=DIGITAL.CALL(100, 100, 1, 0.05, 0.2)` | `0.5323248318526793` | — |

## related

- [ASIAN.CALL](https://deepcalc.com/functions/asian-call.md) — Asian call on the geometric average of n_avg observations (exact closed form; approximates the arithmetic Asian)
- [BARRIER.CALL](https://deepcalc.com/functions/barrier-call.md) — barrier 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.PUT](https://deepcalc.com/functions/binomial-american-put.md) — binomial tree American put option price
- [BINOMIAL.CALL](https://deepcalc.com/functions/binomial-call.md) — binomial tree call option price
- [BINOMIAL.PUT](https://deepcalc.com/functions/binomial-put.md) — binomial tree put option price
- [BS.CALL](https://deepcalc.com/functions/bs-call.md) — Black-Scholes call option price
- [BS.CALL.DIVIDEND](https://deepcalc.com/functions/bs-call-dividend.md) — Black-Scholes call option with dividend yield
- [BS.IMPLIED_VOL.CALL](https://deepcalc.com/functions/bs-implied-vol-call.md) — implied volatility from call option price

## navigate

- [all options functions](https://deepcalc.com/functions/options-functions.md)
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- [error values](https://deepcalc.com/errors.md) · [concepts](https://deepcalc.com/concepts.md) · [limits](https://deepcalc.com/limits.md)
- [everything in one file](https://deepcalc.com/llms-full.txt)

source: https://deepcalc.com/functions/digital-call