opprofit

Description

example

Profit = opprofit(AssetPrice,Strike,Cost,PosFlag,OptType) returns the profit of an option.

Examples

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This example shows how to return the profit of an option. For example, consider buying (going long on) a call option with a strike price of $90 on an underlying asset with a current price of $100 for a cost of $4.

Profit = opprofit(100, 90, 4, 0, 0)
Profit = 6

Input Arguments

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Asset price, specified as a scalar or a NINST-by-1 vector.

Data Types: double

Strike or exercise price, specified as a scalar or a NINST-by-1 vector.

Data Types: double

Cost of the option, specified as a scalar or a NINST-by-1 vector.

Data Types: double

Option position, specified as a scalar or a NINST-by-1 vector using the values 0 (long) or 1 (short).

Data Types: logical

Option type, specified as a scalar or a NINST-by-1 vector using the values 0 (call option) or 1 (put option).

Data Types: logical

Output Arguments

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Option profit, returned as a scalar or a NINST-by-1 vector.

Introduced before R2006a