THETA.CALL
theta of call option (time decay) · a deepcalc original · no excel equivalent · no sheets equivalent
signature
THETA.CALL(S, K, T, r, sigma, [q])
returns: number
| argument | required |
|---|---|
| S | required |
| K | required |
| T | required |
| r | required |
| sigma | required |
| q | optional · defaults to 0 |
examples
formula and result, taken from the engine's own test suite — every result below is asserted in CI, not written by hand.
fx
=THETA.CALL(100, 100, 1, 0.05, 0.2, 0) -6.414027628432777 related
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