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[null,"Equity Option Models, by Jan Röman"]

{"sheet":"Sim","index":1,"n_rows":35,"n_cols":22,"rows_kept":35,"cut":false,"hidden":false,"merged":[]}
[null,null,"Naked",null,null,"Covered"]
[null,null,"1 short","2 -> 395",null,"1 short"," Long S","2 - > 360","2 - > 380"]
[null,"Call",true,true,null,true]
[null,"S",365,395,null,365,365,360,380]
[null,"K",370,370,null,370,null,null,370]
[null,"T",0.25,null,null,0.25]
[null,"r",7.0000000000000007E-2,null,null,7.0000000000000007E-2]
[null,"vol",0.2,null,null,0.2]
[]
[null,"Value",{"$f":"GBlackScholes(C3,C4,C5,C6,C7,C7,C8)","v":15.247383253747691},{"$f":"D5-D4","v":-25},null,{"$f":"GBlackScholes(F3,F4,F5,F6,F7,F7,F8)","v":15.247383253747691}]
[]
[null,"N",100000,100000,null,100000,100000,100000,100000]
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[null,null,null,"Resultat",null,null,null,"Resultat","Resultat"]
[null,null,null,{"$f":"D14+C14","v":-975261.67462523095},null,"Total",{"$f":"F14+G14","v":-34975261.674625233},{"$f":"G16+H14","v":1024738.3253747672},{"$f":"I14+G14+F14","v":2024738.325374769}]
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[null,"Call",true,false,"Stock",true,false,"Stock",null,true,false,"Stock",true,false,"Stock",null,true,false,"Stock",true,false,"Stock"]
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["102 days","T",{"$f":"102/365","v":0.27945205479452057},{"$f":"C25","v":0.27945205479452057},null,{"$f":"C25","v":0.27945205479452057},0.27945205479452057,null,null,{"$f":"102/365","v":0.27945205479452057},{"$f":"J25","v":0.27945205479452057},null,{"$f":"J25","v":0.27945205479452057},0.27945205479452057,null,null,{"$f":"102/365","v":0.27945205479452057},{"$f":"Q25","v":0.27945205479452057},null,{"$f":"Q25","v":0.27945205479452057},0.27945205479452057]
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[null,"Vega",{"$f":"GVega(C23,C24,C25,C26,C26,C27)","v":4.7445420003747838},{"$f":"GVega(D23,D24,D25,D26,D26,D27)","v":7.3302738432911134},null,{"$f":"GVega(F23,F24,F25,F26,F26,F27)","v":7.3302738432911134},{"$f":"GVega(G23,G24,G25,G26,G26,G27)","v":4.7445420003747838},null,null,{"$f":"GVega(J23,J24,J25,J26,J26,J27)","v":6.2437727625704103},{"$f":"GVega(K23,K24,K25,K26,K26,K27)","v":4.2373998385525677},null,{"$f":"GVega(M23,M24,M25,M26,M26,M27)","v":4.2373998385525677},{"$f":"GVega(N23,N24,N25,N26,N26,N27)","v":6.2437727625704103},null,null,{"$f":"GVega(Q23,Q24,Q25,Q26,Q26,Q27)","v":2.2941759495949547},{"$f":"GVega(R23,R24,R25,R26,R26,R27)","v":7.2283146591133081},null,{"$f":"GVega(T23,T24,T25,T26,T26,T27)","v":7.2283146591133081},{"$f":"GVega(U23,U24,U25,U26,U26,U27)","v":2.2941759495949547}]
[]
[null,"Value",{"$f":"C28*C29","v":-5156.0233684518853},{"$f":"D28*D29","v":2006.3033161638693},{"$f":"E29","v":35000},{"$f":"F28*F29","v":-2940.9656693050952},{"$f":"G28*G29","v":1523.5201651865982},{"$f":"H29","v":35000},null,{"$f":"J28*J29","v":-2156.936009411088},{"$f":"K28*K29","v":3886.8604869849978},{"$f":"L29","v":30000},{"$f":"M28*M29","v":-763.71739183395027},{"$f":"N28*N29","v":4650.5793060910019},{"$f":"O29","v":30000},null,{"$f":"Q28*Q29","v":-8952.591558501721},{"$f":"R28*R29","v":876.70002380066535},{"$f":"S29","v":40000},{"$f":"T28*T29","v":-7016.9297742369745},{"$f":"U28*U29","v":412.81584895234852},{"$f":"V29","v":40000}]
[null,null,null,"Total",{"$f":"E34+C34+D34","v":31850.279947711984},null,"Total",{"$f":"H34+F34+G34","v":33582.554495881501},null,null,"Total",{"$f":"L34+J34+K34","v":31729.92447757391},null,"Total",{"$f":"O34+M34+N34","v":33886.861914257053},null,null,"Total",{"$f":"S34+Q34+R34","v":31924.108465298945},null,"Total",{"$f":"V34+T34+U34","v":33395.886074715374}]

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[]
[null,"CND(X)"]
[null,"nd(X)"]
[null,"probBS(mCall, S, X, T,  r, b, vol)"]
[null,"GBlackScholes(mCall, S, X, T,  r, b, vol)"]
[null,"GDelta(mCall, S, X, T,  r, b, vol)"]
[null,"GGamma(S, X, T,  r, b, vol)"]
[null,"GVega(S, X, T,  r, b, vol)"]
[null,"GTheta(mCall, S, X, T,  r, b, vol)"]
[null,"GRho(mCall, S, X, T,  r, b, vol)"]
[null,"ImpliedVolatility((mCall, S, X, T,  r, b, SimVal)"]
[null,"RollGeskeWhaley(S, X, vol, r, t, Dividend, TDiv)"]
[null,"BaroneAdesiWhaleyCall(S, X, vol, r, t, b)"]
[null,"BaroneAdesiWhaleyPut(S, X, vol, r, t, b)"]
[null,"BjerksundStenslandCall(S, X, vol, r, t, b)"]
[null,"BjerksundStenslandPut(S, X, vol, r, t, b)"]
[null,"Binom(mBin, mTyp, mExe, S, X, t, r, vol, n, mDelta, mGamma, mTheta)"]
[null,"               "]
[null,"CRR = 0"]
[null,"CRRBS = 1"]
[null,"CRRBSRE = 2"]
[null,"CRROM = 3"]
[null,"CRRORC = 4"]
[null,"CRRORCBS = 5"]
[null,"CRRORCBSRE = 6"]
[null,"JR = 7"]
[null,"TIAN = 8"]
[null,"LR = 9"]
[null,"LRRE = 10"]
[null,"PEG = 11"]
[null,"PEGBS = 12"]
[null,"PEGBSRE = 13"]
[]
[null,"PUT_ = 0"]
[null,"CALL_ = 1"]
[]
[null,"EUROPEAN = 0"]
[null,"AMERICAN = 1"]
[]
[null,"Public Const mCall As Long = 1"]
[null,"Public Const mPUT  As Long = 0"]