London Metal Exchange - The world centre for non-ferrous metal trading London Metal Exchange - The world centre for non-ferrous metal trading London Metal Exchange - The world centre for non-ferrous metal trading
contact us
London Metal Exchange - The world centre for non-ferrous metal trading
Site map
London Metal Exchange - The world centre for non-ferrous metal trading
Your questions
London Metal Exchange - The world centre for non-ferrous metal trading
Browse our site
ABOUT THE LME
LME SERVICES
NON-FERROUS METALS
STEEL
PLASTICS
MARKET DATA
EDUCATION
EVENTS
MEDIA & RESOURCES
ONLINE STORE
Print this page
 
You are here: home | options calculator
Options calculator


LME metals options calculator model

This options model is purely educational and is designed to allow visitors the opportunity to gain an understanding of how LME traded option premiums are calculated.

 



Inputs
STRIKE PRICE ?
EXPIRATION MONTH ?
MARKET PRICE FOR PROMPT DATE ?
VOLATILITY (%) FOR PROMPT DATE ?     range: 5 - 60
INTEREST RATE (%) ?     range: 0 - 30
Results

STRIKE PRICE: 1800
MARKET PRICE : 1500
VOLATILITY: 17
INTEREST DATE: 5
EXPIRATION DATE : 5-Nov-2008
PROMPT DATE : 19-Nov-2008		 CALL PUT
PREMIUM ? 0.00 298.48
DELTA 0.0000 -1.0000
GAMMA 0.0000 0.0000
THETA -0.0001 0.0408
VEGA 0.0002 0.0002
clear




 

Oct 11 2008 | Business Standard India
Copper headed for a further slump
Search this site Go
Legal disclaimer  Contact us  Your questions  Site map
London Metal Exchange
ŠThe London Metal Exchange Limited 2003 - 2008, All rights reserved.
56 Leadenhall Street, London, EC3A 2DX, UK

Tel: +44 (0)20 7264 5555  Fax: +44 (0)20 7680 0505