Option Master

The Option Master was developed on behalf of EUREX and helps users to calculate theoretical option prices in order to compare them with current market prices and thus identify price discrepancies on the options market. Using the Black-Scholes formula, which uses input parameters such as the exercise price (strike), the underlying (spot) price and the volatility of the returns, the model prices of the options are calculated. In addition, Option Master users can calculate the theoretical implied volatility of individual options and then compare them with the current implied volatility. To do this, simply enter the current market prices of the call and put options into the calculator and click on "Calculate". There is also the possibility to create a 3D model for the price/volatility matrix of an option by selecting a price interval and a volatility interval of your choice and pressing "Calculate" as well.