Value and all Greeks of a European call option :
In[]:=
FinancialDerivative[{"European","Call"},{"StrikePrice"->50.00,"Expiration"->1},{"InterestRate"->0.1,"Volatility"->0.5,"CurrentPrice"->50,"Dividend"->0.05},{"Value","Greeks"}]
Out[]=
{10.3649,{Delta0.60577,Gamma0.0142774,Rho19.9236,Theta-4.93963,Vega17.8471}}
Compute the value given an expiration date of the contract :
In[]:=
FinancialDerivative[{"European","Call"},{"StrikePrice"->50.00,"Expiration"->DatePlus[Take[DateList[],3],365]},{"InterestRate"->0.1,"Volatility"->0.5,"CurrentPrice"->50,"Dividend"->0.05}]
Out[]=
10.3649