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Black-Scholes Calculation Menu*56
To reset the menu items to their default values, with any item of the Black-Scholes menu
displayed press :x. With Black-Scholes displayed, press I to reset the menu,
or O to cancel. Press O again to exit the menu.
=
Press < to scroll to the
next item.
Calculates the standard deviation of the
price of the underlying asset based on the
historical data entered in the Data menu.
If you have not entered the historical data,
you can enter the standard deviation of
the price of the underlying asset directly
by typing the number and pressing
I. Press < to scroll to the
next item.
=
Press < to scroll to the
next item.
Calculates the average dividend return as
a percentage of the underlying asset cost
based on the historical data entered in
the Data menu. If you have not entered
the historical data, enter the average
dividend return as a percentage of the
underlying asset cost directly by typing
the number and pressing
I.
<
Scrolls to Call Price.
<
Scrolls to Put Price.
Table 7-4 Black-Scholes Example
Keys Display Description
64


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