OPT_SANNSYNLEG_I_PENGAR
Returnerer sannsynet for at ein eigedel hamnar mellom to grensenivÄ ved forfall, nÄr ein gÄr ut frÄ at aksjekursen kan modellerast som ein prosess S som fÞljer den stokastiske differensiallikninga.
” is the assetâs percentage drift, vol is the percentage volatility of the stock, and dW is a random sample drawn from a normal distribution with a zero mean. W is a Wiener process or Brownian motion.
If the optional Strike and PutCall arguments are included, then
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For a call option, the function returns the probability that the asset will end up between Strike and UpperBarrier.
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For a put option, the function returns the probability that the asset will end up between LowerBarrier and Strike.
The function ignores the possibility of knock-out before maturity.
OPT_PROB_INMONEY(Spot; Volatility; Drift; Maturity; LowerBarrier; UpperBarrier; Strike; PutCall)
Spot is the price / value of the underlying asset and should be greater than 0.0.
Volatility is the annual percentage volatility of the underlying asset expressed as a decimal (for example, enter 30% as 0.3). The value should be greater than 0.0.
Drift er den Ärlige aksjekursprosentens frekvens (” i formelen ovanfor). Verdien vert uttrykt som ein desimal. For eksempel sÄ skriv du inn 15 % som 0.15.
Maturity is the time to maturity of the option, in years, and should be non-negative.
Strike er innlÞysingsprisen pÄ opsjonen og bÞr vera ikkje-negativ.
Put og Call er ein streng som seier om ei innstilling er put («p») eller call («c»).
=OPT_PROB_INMONEY(30;0.2;0.1;1;0;50) returns the value 0.9844.
=OPT_SANNSYNLEG_I_PENGAR(70;0,3;0,15;1;60;0;80;"p") returnerer verdien 0,3440.