iPhone, iPod touch, and iPad Apps Search Engine
iPhone Apps Users Community
Advanced search | Example: action games
iPhone apps

Optionator

Optionator
  • #: 20675
  • Price: free ($0.00) In Apple Store
  • Category: Finance
  • Updated: 2011-07-22
  • Current Version: 2.0
  • 2.0
  • Size: 0.10 MB
  • Language: English
  • Seller: Stefan Schramm
  • Requirements: Compatible with iPhone, iPod touch, and iPad. Requires iOS 3.0 or later
  • © 2010 Stefan Schramm
  •  Add to Favorite apps

 

Description

Description of the Optionator

Calculate the value of a range of stock options.

Currently implemented options:

European/American Call/Put

European Forward Start Call/Put

European One-Cliquet

European Knock-in/out Barrier Call/Put

European Forward Start Knock-in/out Barrier Call/Put

European/American Cash or Nothing Call/Put

European/American Assett or Nothing Call/Put

European Floating/Fixed Strike Look-Back Call/Put

more to come in the future ...

up to three different methods (depending on the type of option) are available to calculate option:

analytic (exact), binomial tree (bn), monte carlo (mc)

you can influence the accuracy of the binomial tree and monte carlo method by choosing the number of time steps (bn, mc) and number of sampled paths (mc) - larger numbers yield more accurate results and take longer time to calculate.

calculate either option price or determine implied volatility for given price

input values are:

asset value, strike price, expiry (days), risk-free interest rate (% per year), volatility (% over a year) or option price, barrier (for barrier options), forward-start time (days), cash (cash options), rebate (knock in/out options), dividend (% per year, currently only continuous, specific dates to come).

output:

option price or volatility, Delta, Gamma, Vega, Theta, Rho, time value, elasticity

the app features a simple catastrophe estimator (black friday):

set the probability of a crash (within a year) and the amount of stock value decrease (%) during the crash. The option price reflects the effect. Note that this is only a rough estimate and works reasonably well for european options without fixed-time events (like forward start dates) during the life time of the option.

-

switch to the plotting view by tapping on "turn" in the lower.right corner (return to the previous view by pressing "turn" again).

you can generate 2d plots of the results using the following choices:

set the quantitiy for the horizontal (x) axis

choices are stock value, strike price, expiry, interest rate, volatility

set the quantity for the vertical (y) axis

choices are option price, Delta, Gamma, Vega, Theta, Rho

set the range of x values and the number of plotting points

in case of monte carlo calculations error bars are displayed, which you can reduce by increasing the accuracy parameters discussed above.

3d plots to come in future releases.

-

There is NO guarantee for the correctness of any of the results calculated by this application.

Enjoy!

What's New in Version 2.0

added a help page
program crashed trying to plot (except for monte carlo) in IOS 4 - problem fixed
added possibility to interrupt plotting - useful for long calculations with a large number of monte carlo paths

iPhone Screenshots

Optionator iPhone Screenshot 1

Video Reviews

No video review.

Customer reviews

Write a Review

Rated 4/5 based on 1 customer reviews.

 

4/5 stars

The most technically detailed

:
This tool seems to offer everything an options trader could wish for in an app.

Comments:

It's not clear the BnS model is used for American Style options. Not a big deal.

The plotting routines are suspect as they do not show smooth functions but instead imply many Greeks are step functions. Fix this.

Overall, a very well conceived app. If i was writing an app for options traders, it would look a lot like this.

Forum

Ask a question

Be the first question this app.

Users Community

+ Connect to community


The information may be outdated (2017-03-06 17:40:32). For actual information go to iTunes

Related to «Optionator» applications

#1 Binary Options Trading Reviews - Binary Options

#1 Binary Options Trading Reviews - Binary Options

Would you like to know more information about trading and binary option services?This is what you need: a useful app with tens of review of Best Trading - Binary Option Apps and services with ETFs, Stocks, Indices, Commodities, Currencies services, where you can find what you need.Choose your one.… more

Price: free | Category: Finance
Option

Option

Option is known to be a global in wireless technology, focused on the design, development and manufacturer of innovative products and solutions that provide businesses and consumers with high-quality wireless broadband access to Internet, anywhere, anytime.The Option Product Overview 2010 Now… more

Price: free | Category: Business
Option Abacus

Option Abacus

Option Abacus is a financial option calculator. The user can calculate Call and Put option prices and the according Greeks(Delta, Gamma, Vega, Theta, Rho).Option Abacus can calculate the exact days to expiration by entering the maturity date in the expiration tab. Option Abacus also allows the user… more

Price: $1.99 | Category: Finance
Option Calc.

Option Calc.

Now available for FREEQuickly and easily calculate the valuation price for European style options. Pricing is done real time while values are changed with easy to use controls. With the slide of a finger for volatility and risk rate or the tap of a finger to select expiration months, getting… more

Price: free | Category: Business
Option Pricer

Option Pricer

Option pricer calculates the theoretical value of a call and put option.You simply supply the current price and annual historical volatility of the underlying instrument, prevailing risk free interest rate, strike price and the option's time to maturity.The application also calculates the delta… more

Price: $4.99 | Category: Finance
OptionCalc (Option Pain / Max Pain Calculator)

OptionCalc (Option Pain / Max Pain Calculator)

PROMOTION LIMITED TIME ONLY 1.99USD (INSTEAD OF 3.99USD) BEFORE V2.0 LAUNCH OptionCalc brings a powerful option pain/max pain calculator directly to youriPhone or iPad. OptionCalc gives you additional and in-depth information on stockprice movements and may indicate stock price movements… more

Price: $3.99 | Category: Finance

Options Trading Business Guide

SaleWant to dominate in Options Trading and boost your paychecks? We can help with our comprehensive Options Trading guide.Learn about:Options Trading Important TerminologyOptions Trading Tips for BeginnersBenefits of Options TradingCalls and PutsOptions Trading Types, Styles and Participantsand… more

Price: $2.99 | Category: Business
Options Travel

Options Travel

Options Travel presents the first mobile chat application that can be used both on the ground and inflight. This means you can receive live assistance while you are flying at 35, 000 feet through your mobile device or computer.No matter if you need to purchase (change) an airline ticket, send a… more

Price: free | Category: Travel
Options Value Calculator

Options Value Calculator

Do you want to know the price of your options?? With this smart calculator, estimate the price of your option using Black-Scholes (with greeks estimation), Put-Call parity.This calculator allows you to value your option taking into account if it is a put or a call, european or american (and it even… more

Price: $1.99 | Category: Finance
R&R Option Calculator

R&R Option Calculator

Statement from R&R Development to Potential Customers:This is not just another option calculator for the Apple App Store Its The Option Calculator.(Re)Introducing Customer Oriented Product Development: R&R Option Calculator is an option calculator made with an understanding of the… more

Price: $3.99 | Category: Finance

View all related to: Optionator applications



Mobile Version
iApps4you.com - is iPhone, iPod touch, and iPad apps search engine and not been authorized, sponsored or approved by Apple Inc.
Copyright © 2017 iApps4you.com.
67 ms.