nag_binary_aon_greeks (s30cdc) Example Program Results
Binary (Digital): Asset-or-Nothing
European Put :
Spot = 70.0000
Volatility = 0.1500
Rate = 0.0500
Dividend = 0.0300
Time to Expiry : 0.8000
Strike Price Delta Gamma Vega Theta Rho Rhoq
65.0000 15.7211 -1.9852 0.1422 83.6424 -4.2761 -123.7497 -111.1728
Vanna Charm Speed Colour Zomma Vomma
9.3479 -1.1351 0.0118 0.2316 -2.6319 -989.9610