Optionator2.0 - App Store
You'll be able to see results in few seconds.
Publisher Description
Description of the Optionator
Calculate the value of a range of stock options.
Currently implemented options:
European/American Call/Put
European Forward Start Call/Put
European One-Cliquet
European Knock-in/out Barrier Call/Put
European Forward Start Knock-in/out Barrier Call/Put
European/American Cash or Nothing Call/Put
European/American Assett or Nothing Call/Put
European Floating/Fixed Strike Look-Back Call/Put
more to come in the future ...
up to three different methods (depending on the type of option) are available to calculate option:
analytic (exact), binomial tree (bn), monte carlo (mc)
you can influence the accuracy of the binomial tree and monte carlo method by choosing the number of time steps (bn,mc) and number of sampled paths (mc) - larger numbers yield more accurate results and take longer time to calculate.
calculate either option price or determine implied volatility for given price
input values are:
asset value,strike price,expiry (days),risk-free interest rate (% per year), volatility (% over a year) or option price, barrier (for barrier options), forward-start time (days), cash (cash options), rebate (knock in/out options), dividend (% per year, currently only continuous, specific dates to come).
output:
option price or volatility, Delta, Gamma, Vega, Theta, Rho, time value, elasticity
the app features a simple catastrophe estimator (black friday):
set the probability of a crash (within a year) and the amount of stock value decrease (%) during the crash. The option price reflects the effect. Note that this is only a rough estimate and works reasonably well for european options without fixed-time events (like forward start dates) during the life time of the option.
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switch to the plotting view by tapping on "turn" in the lower.right corner (return to the previous view by pressing "turn" again).
you can generate 2d plots of the results using the following choices:
set the quantitiy for the horizontal (x) axis
choices are stock value, strike price, expiry, interest rate, volatility
set the quantity for the vertical (y) axis
choices are option price, Delta, Gamma, Vega, Theta, Rho
set the range of x values and the number of plotting points
in case of monte carlo calculations error bars are displayed, which you can reduce by increasing the accuracy parameters discussed above.
3d plots to come in future releases.
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There is NO guarantee for the correctness of any of the results calculated by this application.
Enjoy!
Requires iOS 4.1 or later. Compatible with iPhone, iPad, and iPod touch.
About Optionator
The company that develops Optionator is Stefan Schramm. The latest version released by its developer is 2.0.
To install Optionator on your iOS device, just click the green Continue To App button above to start the installation process. The app is listed on our website since 2010-01-18 and was downloaded 0 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded app with your antivirus. Your antivirus may detect the Optionator as malware if the download link is broken.
How to install Optionator on your iOS device:
- Click on the Continue To App button on our website. This will redirect you to the App Store.
- Once the Optionator is shown in the iTunes listing of your iOS device, you can start its download and installation. Tap on the GET button to the right of the app to start downloading it.
- If you are not logged-in the iOS appstore app, you'll be prompted for your your Apple ID and/or password.
- After Optionator is downloaded, you'll see an INSTALL button to the right. Tap on it to start the actual installation of the iOS app.
- Once installation is finished you can tap on the OPEN button to start it. Its icon will also be added to your device home screen.
Program Details
System requirements
Download information
Pricing
Version History
version 2.0
posted on 2010-01-18
Disclaimer
Official App Store Link
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