Put-Call Parity Relationships Model
Product Description
In many cases Put Option prices can be derived simply from the prices of the Call Options and vice versa. This happens because prices of European Put and Call Options are linked together in an equation known as the Put-Call Parity Relationship.
Simply enter following inputs into the model and easily calculate the price of the Option.
Put/Call Option Price (Depending on what you want to calculate);
Current Stock Price;
Option Exercise/Strike Price
Annual Risk-Free Interest Rate;
Time Till Expiration.
Model contains information about the format of model inputs.
Put-Call Parity Relationships Model has following advantage over the Black-Scholes model:
Put-Call Parity calculations are easier and more straightforward;
Model user doesnt need to know Stock VOLATILTY or DIVIDEND YIELD data to calculate option values.
Mode automatically warns users against most common mistakes.
***NOTE: xlsm format requires MS Office 2007!
***NOTE: THIS IS A VBA PROJECT. PLEASE ENABLE MACROS BEFORE USING!!!
Simply enter following inputs into the model and easily calculate the price of the Option.
Put/Call Option Price (Depending on what you want to calculate);
Current Stock Price;
Option Exercise/Strike Price
Annual Risk-Free Interest Rate;
Time Till Expiration.
Model contains information about the format of model inputs.
Put-Call Parity Relationships Model has following advantage over the Black-Scholes model:
Put-Call Parity calculations are easier and more straightforward;
Model user doesnt need to know Stock VOLATILTY or DIVIDEND YIELD data to calculate option values.
Mode automatically warns users against most common mistakes.
***NOTE: xlsm format requires MS Office 2007!
***NOTE: THIS IS A VBA PROJECT. PLEASE ENABLE MACROS BEFORE USING!!!
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