I hope you are all doing fine. I’m new to this forum and English is not my native language. So I apologize for my bad grammar in advance.
I have question about theta of the Option greek.
I tried to calculate but it’s have always have the answer between 4 and 5. While the answer should be - 0.01305
In the input are:
Underlying stock is 48.60
Strike price is 50
Intrest rate is 1%
Expiration date is 60
Base on black scholes data
N(d2) is 0.3555
D1 is - 0,28
Could some please tell me what I did wrong. Thank you very much