Black-Scholes Formula For Valuing European Options - HP 12c Platinum Reference Manual
Hp 12c platinum: reference guide
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Also See for 12c Platinum:
- User manual (288 pages) ,
- Owner's handbook manual (213 pages) ,
- Solutions handbook (166 pages)
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Example 2: Determine the yield of this security; settlement date June 25, 2002; maturity
date September 10, 2002; price $99.45; redemption value $101.33. Assume 360 day basis.
12c platinum / 12C
RPN Keystrokes
6.252002?1
9.102002?2
360?3
101.33?4
99.45?5
g(015t
Black-Scholes Formula for Valuing European
Options
This program implements the Black-Scholes formula which has been used extensively in
option markets worldwide since its publication in the early 1970's. The five inputs are
simply keyed into the five financial variables and then t displays the call option value,
and ~ shows the put option value. The option values produced are accurate to at least
the nearest cent for asset and strike prices under $100.
Reference: Hutchins, 2003, Black-Scholes takes over the HP12C, HPCC (www.hpcc.org)
DataFile,V22,N3 pp13-21.
12c platinum / 12C
RPN KEYSTROKES
fs
fCLEARÎ
:n
:¼
b
Þ
g>
:M
§
?4
~
gr
:P
b
?3
:$
:4
z
12c platinum
ALG Keystrokes
6.252002?1
9.102002?2
360?3
101.33?4
99.45?5
g(016t
DISPLAY
000,
11 :n
001,
45
12 §
002,
45
25 :¼
003,
16 b
004,
22 ³
005,
43
15 Þ
006,
45
20 g>
007,
008,
44
34 :M
009,
21 ³
010,
43
14 ?4
011,
45
25 :n
012,
013,
44
13 §
014,
45
015,
45
10 b
016,
Securities and Options
Display
Settlement date.
6.25
Maturity date.
9.10
360 day basis.
360.00
Redemption value per $100.
101.33
Price.
99.45
Yield.
8.84
12c platinum
ALG KEYSTROKES
fs
fCLEARÎ
4 §
3 gr
4 :P
69
Comments
DISPLAY
000,
001,
45
11
002,
20
003,
45
12
004,
25
005,
36
006,
16
007,
43
22
008,
20
009,
45
15
010,
36
011,
44
012,
45
11
013,
43
21
014,
20
015,
45
14
016,
25
4
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