Isi

# OPT_TOUCH

Returns the pricing of a touch / no-touch option, calculated using the Black-Scholes option pricing model.

Untuk informasi latar belakang yang relevan, kunjungi Opsi (keuangan) dan halaman Wikipedia model Black-Scholes.

Further information about touch / no-touch options may be found on many financial websites.

### Sintaksis

OPT_TOUCH(Spot; Volatility; Rate; ForeignRate; Maturity; LowerBarrier; UpperBarrier; ForeignDomestic; InOut; BarrierMonitoring [; Greek])

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.

Rate is the continuously compounded interest rate. This is a percentage expressed as a decimal (for example, enter 40% as 0.4).

ForeignRate is the continuously compounded foreign interest rate. This is a percentage expressed as a decimal (for example, enter 50% as 0.5).

Maturity is the time to maturity of the option, in years, and should be non-negative.

LowerBarrier is the predetermined lower barrier price; set to zero for no lower barrier.

UpperBarrier is the predetermined upper barrier price; set to zero for no upper barrier.

ForeignDomestic is a string that defines whether the option pays domestic (“d”) or foreign (“f”) currency.

InOut is a string that defines whether the option is knock-in (“i”) or knock-out (“o”).

BarrierMonitoring is a string that defines whether the barrier is monitored continuously (“c”) or only at the end / maturity (“e”).

Greek (optional) is a string argument. If omitted or set to “value”, “v”, “price”, or “p”, then the function simply returns the option price. If another valid string is entered, the function returns price sensitivities (Greeks) to one of the input parameters. The valid options in this case are as follows.

- "delta" atau "d".

- "gamma" atau "g".

- "theta" atau "t".

- "vega" atau "e".

- "volga" atau "o".

- "vanna" atau "a".

- "rho" atau "r".

- "rhof" atau "f".

### Contoh

=OPT_TOUCH(50;0.25;0.05;0;1;0;55;"d";"i";"c") mengembalikan nilai 0,6876.

=OPT_TOUCH(80;0.2;0.05;0;0.5;60;0;"f";"o";"c";"r") mengembalikan nilai 15,5516.

#### Technical information

Fungsi ini tersedia sejak LibreOffice 4.0.

This function is NOT part of the Open Document Format for Office Applications (OpenDocument) Version 1.3. Part 4: Recalculated Formula (OpenFormula) Format standard. The name space is

COM.SUN.STAR.SHEET.ADDIN.PRICINGFUNCTIONS.GETOPTTOUCH

Topik Terkait

OPT_TOUCH wiki page.

OPT_BARRIER

OPT_TOUCH

OPT_PROB_INMONEY

OPT_PROB_HIT

Fungsi Keuangan Bagian Satu

Fungsi Keuangan Bagian Dua

Fungsi Keuangan Bagian Tiga

Mohon dukung kami!