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@FUNCTION=OPT_BS_GAMMA
@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_GAMMA uses the Black-Scholes model to calculate the 'gamma' of a European option struck at @strike on an asset with spot price @spot.

(The gamma of an option is the second derivative of its price with respect to the price of the underlying asset, and is the same for calls and puts.)

@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed as the rate of change of delta per unit change in @spot.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA
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@FUNCTION=OPT_BS_GAMMA
@SYNTAX=OPT_BS_GAMMA(spot,strike,tiempu,tasa,volatilidá[,devaluación])
@DESCRIPTION=OPT_BS_GAMMA usa'l modelu Black-Scholes pa calcular la «gamma» d'una opción europea fixada a @strike nun activu con preciu @spot.

(La «gamma» d'una opción ye la derivada segunda del so preciu respeuto al preciu del activu subyacente, y ye'l mesmo pa calls y puts.)

@tiempu ye'l tiempu pal vencimientu de la opción espresáu n'años
@tasa ye la tasa d'interés llibre de riesgu a fecha del exerciciu, en tantu por cientu.
@volatilidá ye la volatilidá anualizada, en porcentaxe, del activu o'l períodu fasta la fecha del exerciciu.
@devaluación ye la pérdida de valor del activu subyacente, pa stock comunes, esto debería ser el marxe (yield) del dividendu
* El valor devueltu será espresáu nes mismes unidaes que @strike y @spot.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA
Translated and reviewed by costales
4 of 987 results

This translation is managed by Ubuntu Asturian Translators, assigned by Ubuntu Translators.

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