FAQ — Equity Derivatives

Are both European and American options are covered in this module?

Yes, both European and American equity options are covered in GIAnalyzer.

Can we calculate stress scenarios for equity option portfolio using GIAnalyzer?

Sure, if you easily calculate P/L of equity options portfolio in different scenarios of spot/vol.

Is there a graphical presentation of option’s value and Greeks?

Yes, the graphs are shown as a function of spot and time to expiry.

Does the model for ESO valuation support additional features such as maximum stock price?

Yes, it does. Among additional features there are exercise ratio, strike change and maximum stock price.