MarketXLS

Opt Black76 Vega

Calculates Vega using Black-76 model

Syntax

=mxls.opt_Black76_Vega(forwardPrice, marketOptionPrice, expiryDate, optionType, strikePrice, [riskFreeRate])
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MarketXLS Excel Add-in Tutorial - How to Use Opt Black76 Vega and Other Financial Formulas
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