Opt Bachelier Delta
Calculates Delta using Bachelier model
Syntax
=mxls.opt_Bachelier_Delta(forwardPrice, marketOptionPrice, expiryDate, optionType, strikePrice, [riskFreeRate])Parameters
forwardPricenumberRequired
marketOptionPricenumberRequired
expiryDatestringRequired
optionTypestringRequired
strikePricenumberRequired
riskFreeRatenumber
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
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