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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,tiempo,tasa,volatilidad[,devaluación])
@DESCRIPTION=OPT_BS_GAMMA usa el modelo Black-Scholes para calcular la «gamma» de una opción europea fijada a @strike en un activo con precio @spot.

(La «gamma» de una opción es la derivada segunda de su precio respecto al precio del activo subyacente, y es el mismo para calls y puts.)

@tiempo es el tiempo para el vencimiento de la opción expresado en años
@tasa es la tasa de interés libre de riesgo a fecha del ejercicio, en tanto por ciento.
@volatilidad es la volatilidad anualizada, en porcentaje, del activo o el periodo hasta la fecha del ejercicio.
@devaluación es la pérdida de valor del activo subyacente,para stock comunes, esto debería ser el margen (yield) del dividendo
* El valor devuelto será expresado en las mismas unidades que @strike y @spot.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA
Translated and reviewed by Fco. Javier Serrador
4 of 987 results

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

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