I cannot figure out how the theta-formula would look like for a future option and a currency option.

I know the formula and understand it for an ordinary stockoption - but not for future-option and currency option.

Concerning the future-option i think there would be a very slight modification - probably just replace the S (stock) with the future price. But I dont know if the interst-factor on the right-handside should be removed or not?

Concerning currencyoption - I know how to calculate the price but not the theta here either. I have googled a lot and cannot see any formulas in John C Hulls book (Option Futures and other derivatives).

But heres the formula for calculating the theta for a stockoption. X = Strikeprice, S = Stockprice, q = divident, r = interest, T-t = Time to Maturity, and sigma is volatility.

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