A fast programm to calculate the value of a call option.
Hi, glad to see you want to play with this arbitrage algorithm.
Open the Call_options_info_fileV0 and put this data:
Number of Call options you want to analyze (Number) Name of the Option (Name) S0=stock initial price (Number) SH=Stock high price (Number) ST=Stock tails price (Number) K=strike price (Number) r=interest rate of the bond (Number)
Between Options you have to keep a blank space!!
Put . instead of , for decimals
After that just execute the code and see the results in Call_options_result
You will find an example as a example.txt
Always clean all the files (the result file, before doing executing the code)
Have fun and don't gamble!!
By Ignacio Anguita Espadaler