@FUNCTION=OPT_BS_CARRYCOST
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@SYNTAX=OPT_BS_CARRYCOST(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
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@DESCRIPTION=OPT_BS_CARRYCOST uses the Black-Scholes model to calculate the 'elasticity' of a European option struck at @strike on an asset with spot price @spot.
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@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
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(The elasticity of an option is the rate of change of its price with respect to its cost of carry.)
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@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @time is the time to maturity of the option expressed in years.
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@rate is the risk-free interest rate to the exercise date, in percent.
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@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
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* The returned value will be expressed as the rate of change of option value, per 100% volatility.
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@EXAMPLES=
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@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA