how to calculate time decay for options?
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The rate of time decay is measured by one of the options Greeks, Theta. The Theta value of an options contract theoretically defines the rate at which its price will decline on a daily basis. For example, the price of a contract with a Theta value of -0.03 would be expected to fall by approximately $0.03 each day.
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How to Calculate the Time-Weighted Return. First, you'll want to calculate the rate of return for each of your sub-periods. You can do this by subtracting the beginning balance of the period from the ending balance of the period. Then divide the difference by the beginning balance of the period.
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Diminishing value It is calculated by dividing 200% by an asset's useful life in years (150% if the asset was held before 10 May 2006). For example, the diminishing value depreciation rate for an asset expected to last four years is 37.5%.
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['Period 1: 1897 (. 769)', 'Period 2: 2245 (. 913)', 'Period 3: 2317 (. 942)']
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['Summary. ... ', 'Depreciation - straight-line.', 'Depreciation in given period.', '=SLN (cost, salvage, life)', 'cost - Initial cost of asset. ... ', 'The Excel SLN function returns the depreciation of an asset for one period, calculated with a straight-line method.']
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['Summary. ... ', 'Get future value of principal compound interest.', 'Future value.', '=FVSCHEDULE (principal, schedule)', 'principal - The initial investment sum. ... ', 'The FVSCHEDULE function calculates the future value of a single sum based on a schedule of interest rates.']
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['Required Rate of Return = (2.7 / 20000) + 0.064.', 'Required Rate of Return = 6.4 %']
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To calculate the average life, multiply the date of each payment (expressed as a fraction of years or months) by the percentage of total principal that has been paid by that date, add the results, and divide by the total issue size. Then divide the weighted total by the bond face value to get the average life.
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['Rate of Return = (10 * 1000 – 5 * 1000) * 100 / 5 *1000.', 'Rate of Return = (10,000 – 5,000) * 100 / 5,000.', 'Rate of Return = 5,000 * 100 / 5,000.', 'Rate of Return = 100%']
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Use the following steps to calculate monthly straight-line depreciation: Subtract the asset's salvage value from its cost to determine the amount that can be depreciated. Divide this amount by the number of years in the asset's useful lifespan. Divide by 12 to tell you the monthly depreciation for the asset.
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The underlying for each contract month is 60 months into the future. Trading terminates on the 7th business day before the 26th calendar day of the month prior to the contract month.
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['Formula: =BDP(security ticker, field) Example: =BDP("SIA SP Equity", "px_last")', 'Formula: =BDH(security, field(s), start date, end date) Example: =BDH("SIA SP Equity","px_last", "12/30/2008", "12/30/2009")', 'Formula: =BDS(ticker, field)']
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Calculating the return of stock indices Next, subtract the starting price from the ending price to determine the index's change during the time period. Finally, divide the index's change by the starting price, and multiply by 100 to express the index's return as a percentage.
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['Moving average (MA)', 'Exponential moving average (EMA)', 'Stochastic oscillator.', 'Moving average convergence divergence (MACD)', 'Bollinger bands.', 'Relative strength index (RSI)', 'Fibonacci retracement.', 'Ichimoku cloud.']
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Calculating the Net Present Value The formula is simple: Net present value = CF/[(1 + r) ^ n] -- where CF, or "cash flow," is the final number from the last section's calculation. This formula accounts for the number of years you have left until you retire and the pension begins to pay out.
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[' subtract the earlier date from (1+ the later date) to get the # of days. at that interest rate.', ' divide the number of days by the # of days in the year.', ' multiply the result by the interest rate times the principal amount.', ' sum your results.']
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['future_date = datetime. datetime(1970, 1, 2)', 'past_date = datetime. datetime(1970, 1, 1)', 'difference = (future_date - past_date) Calculate difference in time.', 'total_seconds = difference. total_seconds() ... ', 'print(total_seconds)']