What is the excel formula for the call price in the pink color cell before the goal seek function? Thanks. Stephen
@brp71025 жыл бұрын
Thank boss ,this is 10 year of your video ,oh my god....thanks
@bionicturtle13 жыл бұрын
@6000deepsead in practice, i think it's more useful to use the BSM to infer volatility. To estimate volatility via historical, then input renders the "fair value" of the option vulnerable to the BSM unrealistic assumptions (e.g., lognormal distribution, constant vol)
@thingshappens14 жыл бұрын
Hi David, Thanks for your time. You are doing a great thing.
@TheMihirjoshi7 жыл бұрын
how did you get call option value. could you please tell that?
@lakeguy65616 Жыл бұрын
that is the latest price in the publicly traded options market... where an actual seller sold to an actual buyer at that price.
@emanuelfollybebe9964 жыл бұрын
What operation are you performing to get that number?
@bionicturtle16 жыл бұрын
Integrity2345 - Yes, I mean them as synonyms: volatility = (annualized) standard deviation
@lepham9012 жыл бұрын
Is there any way to calculate the implied volatility for large sample size?
@yalebulldog0512 жыл бұрын
to calculate american commodities options, do you think BSM is optimal? or should one try to construct cox-ross-rubinstein or binomial trees within excel? bit of a conundrum i'm going through here as i'm worried about choosing a crappy model with bad assumptions.
@AldoMedeiros13 жыл бұрын
What if excel can't find the volatility? It say it "impossible to find value"
@evantan64 жыл бұрын
How the hell did it get from 33 network days to 0.13 term? How is this conversion done?
@evantan64 жыл бұрын
Divide by 252. Got it.
@joshuademoraes4 жыл бұрын
@@evantan6 Why? year has 365 days not 252...
@JohnnyCoxTunes4 жыл бұрын
@@joshuademoraes my guess is he dosen't/can't trade 365 days of the year.
@darsh292 жыл бұрын
@@joshuademoraes There are 252 trading days in a year.
@joshuademoraes2 жыл бұрын
@@darsh29 hum 🤔🤔
@Airgutter8713 жыл бұрын
@hmrz What class??
@stellamariskinya57933 жыл бұрын
unless you give the formula for the call option the video renders to waste of time. how can we reverse without the formula
@darsh292 жыл бұрын
Umm you should see videos on black scholes option in excel.
@rogeronnet12 жыл бұрын
please I need all thge steps to take with exel to compute an option price knowing the (strike,expiration date,price on the market, volatility,local interest rate,foreign interest rate) wich function should I use? Thanks
@darsh292 жыл бұрын
Black scholes formula.
@pedrotome75416 жыл бұрын
Hey there, could you please tell me how did you get that call option price of $18,49? Because in my calculation I'm not getting that, not even close, and I'm using the Black Scholes Formula. Will wiat for your response
@bionicturtle6 жыл бұрын
Here is an XLS, it still looks correct to me www.dropbox.com/s/3mr929rpxoiy65c/0205-bsm.xlsx?dl=0 First tab has σ=20.0% --> c= $18.49, but second tab is the implied volatility where implied σ = 39.4% --> c = $32.42. Please note the term is only 33/252 days or about 0.13 years
@a2bt4565 жыл бұрын
can you tell me formula sir or give me sheet? i have been trying it out for 3 months
@malvahu78774 жыл бұрын
@@bionicturtle Thx a lot!!! Your file is so helpful
@johnpalma72657 жыл бұрын
Your introduction of the "Goal Seek Function" made the BSM even more confusing for me than it already is but thanks for the video.
@babay30313 жыл бұрын
Thnx a lot man....u r awesome....
@batmanjl7714 жыл бұрын
Thank you .. I understand this now
@upashantha2414 жыл бұрын
Thank you very much....
@euastus14 жыл бұрын
thank you so much friend.
@dominicnocera90394 жыл бұрын
Thumbs down , only because the formula bar is hidden