How can I conduct sensitivity analysis by using “OptionX” or “Option123, v. 6.0”?
It is simply a mouse work to do sensitivity analysis by using “OptionX” or “Option123, v. 6.0”. It provides for each single grant with sensitivity analysis by assuming these changes: stock price of underlying assets, volatility, estimated life of option, and risk-free rate by calculating the following 5 Greeks: Delta, Gamma, Vega, Theta, and Rho at the same time when fair value is computed for each grant.
