Bachelier Option Value
Option price or error message
Syntax
=mxls.BachelierOptionValue(forwardPrice, strikePrice, optionType, expiryDate, [riskFreeRate], [normalVolatility])Parameters
forwardPricenumberRequired
strikePricenumberRequired
optionTypestringRequired
expiryDateanyRequired
riskFreeRatenumber
normalVolatilitynumber
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See BachelierOptionValue used in a complete workbook: Option Price in Excel: Pull Live Options Data, Greeks & Pricing Models Into Your Spreadsheet
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