By Mannes Technology
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Option Calcu provides option pricing for the most common types of financial options. The app allows you to calculate theoretical prices (fair value), greeks (delta, gamma, vega, rho, and theta), as well as implied volatility.
Option Calcu supports European, American, and Binary option. Supported underlying asset types are stock, index, future, and currency. European and Binary options are valued with variations of the Black-Scholes model. American options are priced using the binomial model.
Option Calcu includes an interactive “What-If” calculator that shows the payoff profile of your option and lets you explore changes as you vary underlying price, volatility, and time to maturity.
- Category: Finance
- Released: Dec 08, 2011
- Version: 1.0
- Size: 0.2 MB
- Languages: English, German, Spanish
- Seller: Mannes Technology Consulting, S.L.
- © 2011 Mannes Technology
Compatibility: Requires iOS 4.0 or later. Compatible with iPhone 3GS, iPhone 4, iPhone 4S, iPhone 5, iPhone 5c, iPhone 5s, iPad, iPod touch (3rd generation), iPod touch (4th generation), and iPod touch (5th generation).