{"text_format":"1","workbook":"xlsx","n_sheets":20,"sheets":["HAUPTMENÜ","EINGABESEITE","T CAll-PUT-DELTA-GAMMA-LEVERAGE","D CALL-PREIS","D PUT-PREIS","D CALL-DELTA","D PUT-DELTA","D GAMMA","D CALL-LEVERAGE","D PUT-LEVERAGE","T THETA","D CALL-THETA","D PUT-THETA","T RHO","D CALL-RHO","D PUT-RHO","T VEGA","T IMPLIZITE VOLATILITÄT","D CALL-VEGA","D  PUT-VEGA"],"not_rendered":{"charts":13,"images":0,"macros":1,"external_links":0,"defined_names":0,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

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[null,"institut für banken und finanzplanung"]
[null,"www.ibf-chur.ch; max.luescher@ibf-chur.ch"]
[null,"Max Lüscher-Marty, Feldstrasse 41, 7205 Zizers; Telefon: 081 330'82'40 "]
[]
[null,"Optionsrechner: Aktien-/Aktienindexoptionen",null,null,null,null,null,"Update: März 2020"]
[null,"nach Black & Scholes (mit Berücksichtigung von Dividenden)"]
[]
[null,"Zum Rechner:",null,"Daten eingeben/rechnen!"]
[]
[]
[null,"Tabellen und Diagramme"]
[]
[null,"Optionspreis",null,"Tabelle Optionspreis",null,"Diagramm Call-Optionspreis",null,"Diagramm Put-Optionspreis"]
[]
[null,"Delta/",null,"Tabelle Delta/Gamma",null,"Diagramm Call-Delta",null,"Diagramm Put-Delta"]
[]
[null,"Gamma",null,null,null,"Diagramm Gamma"]
[]
[null,"Leverage",null,"Tabelle Call-Leverage",null,"Diagramm Call-Leverage"]
[]
[null,"(Omega)",null,"Tabelle Put-Leverage",null,"Diagramm Put-Leverage"]
[]
[null,"Theta",null,"Tabelle Theta",null,"Diagramm Call-Theta",null,"Diagramm Put-Theta"]
[]
[null,"Rho",null,"Tabelle Rho",null,"Diagramm Call-Rho",null,"Diagramm Put-Rho"]
[]
[null,"Vega",null,"Tabelle Vega (Call/Put)",null,"Diagramm Call-Vega",null,"Diagramm Put-Vega"]
[]
[null,null,null,"Hilfstabelle"]
[]
[]
[null,"Die kommerzielle Weitergabe dieses Tools an Dritte ist untersagt!"]

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[null,"institut für banken und finanzplanung",null,"=","Eingabefelder","Hauptmenü"]
[null,"Optionsrechner: Black/Scholes, Hull",null,"=","Ergebnisfelder Call"]
[null,"Aktien-/Aktienindexoptionen",null,"=","Ergebnisfelder Put"]
[null,"© Max Lüscher-Marty, ibf chur"]
[null,"Eingaben/Bestimmungsfaktoren",null,null,"Vorgaben/Eingaben für Steps"]
[null,"Aktienkurs: CHF / Aktienindex: Punkte",105,null,"Aktienkurs: CHF / Aktienindex: Punkte",0.01]
[null,"Ausübungspreis: CHF/Punkte",100]
[null,"Risikoloser Zinssatz: %/Jahr",4,null,"Risikoloser Zinssatz: %/Jahr",1]
[null,"Restlaufzeit: Tage/360",180,null,"Restlaufzeit: Tage/360",1]
[null,"Dividende pro Jahr: CHF/Punkte",2.625]
[null,"Volatilität: %/Jahr (0 = 0.000001)",20,null,"Volatilität: %/Jahr",1]
[]
[null,"Call-Preis und Call-Kennzahlen",null,null,"Put-Preis und Put-Kennzahlen"]
[null,"Call-Preis Black-Scholes: CHF/Punkte",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!M24","v":8.9539422244251696},null,"Put-Preis Black-Scholes: CHF/Punkte",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!N24","v":3.3004021453102723}]
[null,"Innerer Wert",{"$f":"IF(C7<=C8,0,C7-C8)","v":5},null,"Innerer Wert",{"$f":"IF(C7<C8,C8-C7,0)","v":0}]
[null,"Zeitwert",{"$f":"IF(C7<=C8,C15,C15-(C7-C8))","v":3.9539422244251696},null,"Zeitwert",{"$f":"IF(C7<C8,F15-(C8-C7),F15)","v":3.3004021453102723}]
[null,"Call-Delta",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!G24","v":0.6797764714211092},null,"Put-Delta",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!H24","v":-0.3202235285788908}]
[null,"Call-Gamma",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!P24","v":2.4383586842956231E-2},null,"Put-Gamma",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!Q24","v":2.4383586842956231E-2}]
[null,"Call-Gearing",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!Y24","v":11.726678301941003},null,"Put-Gearing",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!Z24","v":31.814304856515871}]
[null,"Call-Leverage (Call-Omega)",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!AB24","v":7.9715199975839397},null,"Put-Leverage (Put-Omega)",{"$f":"'T CAll-PUT-DELTA-GAMMA-LEVERAGE'!AC24","v":10.187688960438054}]
[null,"Call-Theta: CHF/Punkte pro Zeit-Step",{"$f":"'T THETA'!P22","v":-1.6463711323957853E-2},null,"Put-Theta: CHF/Punkte pro Zeit-Step",{"$f":"'T THETA'!Q22","v":-1.2893937798793331E-2}]
[null,"Call-Rho: +/- CHF/Punkte pro Zins-Step",{"$f":"'T RHO'!Q21","v":0.29496688754250044},null,"Put-Rho: -/+ CHF/Punkte pro Zins-Step",{"$f":"'T RHO'!R21","v":0.17989335979478938}]
[null,"Call-Vega: +/- CHF/Punkte pro Vola-Step",{"$f":"'T VEGA'!P22","v":0.26328144209126236},null,"Put-Vega: +/- CHF/Punkte pro Vola-Step",{"$f":"'T VEGA'!Q22","v":0.26328144209125526}]
[]
[null,"Bestimmung der impliziten Call-Volatilität",null,null,"Bestimmung der impliziten Put-Volaltilität"]
[null,"Call-Preis effektiv: CHF/Punkte",10.5,null,"Put-Preis effektiv: CHF/Punkte",4.83]
[]
[null,"Implizite Call-Volatilität",{"$f":"VLOOKUP(C27,'T IMPLIZITE VOLATILITÄT'!$S$30:$U$1031,3)","v":25.699999998541202},null,"Implizite Put-Volatilität",{"$f":"VLOOKUP(F27,'T IMPLIZITE VOLATILITÄT'!$T$30:$U$1031,2)","v":25.699999998541202}]
[null,"kann +/ - 0.10 Prozentpunkte abweichen",null,null,"kann +/ - 0.10 Prozentpunkte abweichen"]

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[null,null,null,null,null,null,"Diagramm Call-Delta",null,null,null,null,null,"Diagramm Put-Delta",null,null,"Diagramm Gamma"]
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[null,"Zinssatz",null,null,{"$f":"EINGABESEITE!C9","v":4},{"$f":"LN(1+(E8/100))","v":3.9220713153281329E-2},{"$f":"EXP(-$F$8*$F$9)","v":0.98058067569092011}]
[null,"Restlaufzeit (Tage/360)",null,null,{"$f":"EINGABESEITE!C10","v":180},{"$f":"E9/360","v":0.5}]
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[null,"Volatilität Jahr (0.5)",null,null,null,{"$f":"F10/2","v":7.0710678118654755}]
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[null,"Tabelle Call-/Put-Preise, Call-/Put-Gamma, Call-/Put-Gearing, Call-/Put-Leverage"]
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[null,"Aktienkurs",null,null,null,null,null,null,null,null,null,null,"Options-","Options-",null,"Gamma","Gamma"]
[null,null,null,null,null,null,null,null,null,null,null,null,"preis","preis"]
[null,null,null,"d1","Dividende","Dividende","NV-Werte",null,null,"d2","NV-Werte"]
[null,null,null,null,"%","Faktor","Verteilung",null,null,null,"Verteilung"]
[null,null,null,null,null,null,"F(x)",null,null,null,"F(x)"]
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