Public Type allstuff
   dOne As Double
   dTwo As Double
   Deltacall As Double
   Gamma As Double
   Vega As Double
   Theta As Double
End Type
 
Public Function mybs(stock, exercise, time, interest, sigma) As allstuff
 
mybs.dOne = dOne(stock, exercise, time, interest, sigma)
mybs.dTwo = dOne(stock, exercise, time, interest, sigma)
mybs.Deltacall = Deltacall(stock, exercise, time, interest, sigma)
mybs.Gamma = Gamma(stock, exercise, time, interest, sigma)
mybs.Vega = Vega(stock, exercise, time, interest, sigma)
mybs.Theta = Theta(stock, exercise, time, interest, sigma)
 
End Function
 
 
Private Function dOne(stock, exercise, time, interest, sigma) As Double
 
    dOne = (Log(stock / exercise) + (interest + (sigma ^ 2) / 2) * time) / _
    (sigma * time)
 
End Function
 
Private Function dTwo(stock, exercise, time, interest, sigma) As Double
 
    dTwo = dOne(stock, exercise, time, interest, sigma) - sigma * Sqr(time)
 
End Function
 
Private Function Deltacall(stock, exercise, time, interest, sigma) As Double
 
    Deltacall = Application.NormSDist(dOne(stock, exercise, time, interest, _
      sigma))
 
End Function
 
Private Function normaldf(x) As Double
 
    normaldf = Exp(-x ^ 2 / 2) / (Sqr(2 * 3.14159265))
 
End Function
 
private Function Gamma(stock, exercise, time, interest, sigma) As Double
 
    Gamma = (normaldf(dOne(stock, exercise, time, interest, sigma))) / (stock * _
      sigma * Sqr(time))
 
End Function
 
Private Function Vega(stock, exercise, time, interest, sigma) As Double
 
    Vega = stock * normaldf(dOne(stock, exercise, time, interest, sigma)) * Sqr( _
      time)
 
End Function
 
Private Function Theta(stock, exercise, time, interest, sigma) As Double
 
    Theta = (-(stock * normaldf(dOne(stock, exercise, time, interest, sigma)) * _
      sigma) / _
    (2 * Sqr(time))) - interest * exercise * Exp(-interest * time) _
    * Application.NormSDist(dTwo(stock, exercise, time, interest, sigma))
 
End Function