Beschreibung
1. Computes European call and put price using Black-Scholes model2. Calculates option Greeks( Delta, Gamma, Vega, Theta, Rho)
3. Derives implied volatility
4. Accepts dividend yield as input
5. Accepts expiration time and expiration dates as input
6. Save and e-mail
7. Call, put, covered call and protective put graphs
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