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diagonal option spread

Input interpretation

diagonal option spread
diagonal option spread

Input values

option name | European first strike price | $50 (US dollars) second strike price | $55 (US dollars) first time to expiration | 2 months second time to expiration | 3 months option type | call underlying price | $49 (US dollars) volatility | 20% dividend yield | 1% risk-free interest rate | 0.12%
option name | European first strike price | $50 (US dollars) second strike price | $55 (US dollars) first time to expiration | 2 months second time to expiration | 3 months option type | call underlying price | $49 (US dollars) volatility | 20% dividend yield | 1% risk-free interest rate | 0.12%

Invalid date

(the expiration date cannot be before the current date, nor can the time to expiration be negative)
(the expiration date cannot be before the current date, nor can the time to expiration be negative)