matlab - How to calculate value of short options call with Black-Scholes formula? -

matlab - How to calculate value of short options call with Black-Scholes formula? -

I am trying to calculate the profit / loss of a small call at different times in the future, but it does not come Compared to the time of perfect termination, there is less profit than the strike price over time, but at some point under the strike, they do not lose value in the form of T = 0 line. Below there is a formula in the pseudocode, what am I doing?

  Profit (stockprice) = -1 * (Black_schol_provis_off_coll (Stockpiece, Option Strike, DayalEppreciation) - Premium); The actual matlab code:    function [x] = sell_call (current, strike, value, day) if (days> 0) sigma = . 25; Rates = 0.05; Settle = today; Maturation = today + day; RateSpec = intenvset ('ValuationDate', Settle, 'StartDates', Settle, 'EndDates', ... Maturity, 'Rates', Rates, 'Compounding', -1); Stockspec = stockpicks (sigma, present); X = -1 * (Optographic Bubbles (Rate espec, Stockpip, Settle, Maturity, 'Call', Strike) - Price); And X = minutes (value, strike-on-going value); End  
  end 
  thanks, CP

  
 < P> Your formula is not correct. I do not know why you need 1 key as a multiplier, because when I distribute it to "formula" it is a simple one: 
   Profit (stockprice) = premium - black_schol_price_off_coll (stockPrice, optionStrike, daysTillExpiration);  
  Pretty simple then it means that the problem has been buried in that function for the cost of the call, okay? 
  When I compare my formula to Wikipedia as a definition, I do not see any correspondence. Your MATLAB code does not help, either dig into tasks and see why you were wrong. 
  Have you written to them? Before you test them how to collect them in this big event, examine them before joining them in big things. 
  Which baseline are you testing against? What conditions are you comparing your calculations? There are so many B-S calculators available. Maybe you can use one of them. 
  I think this is an error in your code instead of MATLAB. Or have you misunderstood the meaning of those parameters that you are passing. Look at your stuff more carefully, read the document of that function again, and get a good set of basic cases.


















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