Returns the probability that an asset will end up between two barrier levels at maturity, assuming that the stock price can be modeled as a process S that follows the stochastic differential equation, as follows.


µ is the asset’s percentage drift, vol is the percentage volatility of the stock, and dW is a random sample drawn from a normal distribution with a zero mean. W is a Wiener process or Brownian motion.

If the optional Strike and PutCall arguments are included, then

The function ignores the possibility of knock-out before maturity.


For relevant background information, visit the Options (finance) and Black-Scholes model Wikipedia pages.


OPT_PROB_INMONEY(Spot; Volatility; Drift; Maturity; LowerBarrier; UpperBarrier [; Strike [; PutCall]])

Spot is the price / value of the underlying asset and should be greater than 0.0.

Volatility is the annual percentage volatility of the underlying asset expressed as a decimal (for example, enter 30% as 0.3). The value should be greater than 0.0.

Drift is the annual stock price percentage drift rate (µ in the above formula). The value is expressed as a decimal (for example, enter 15% as 0.15).

Maturity is the time to maturity of the option, in years, and should be non-negative.

Strike is the strike price of the option and should be non-negative.

Put or Call is a string that defines whether the option is a put (“p”) or a call (“c”).


=OPT_PROB_INMONEY(30;0.2;0.1;1;0;50) returns the value 0.9844.

=OPT_PROB_INMONEY(70;0.3;0.15;1;60;0;80;"p") returns the value 0.3440.

Informació tècnica


Aquesta funció és disponible des de la versió 4.0 del LibreOffice.

This function is not part of the Open Document Format for Office Applications (OpenDocument) Version 1.3. Part 4: Recalculated Formula (OpenFormula) Format standard. The name space is


Ens cal la vostra ajuda!