Returns the probability that an asset hits a predetermined barrier price, assuming that the stock price can be modeled as a process S that follows the stochastic differential equation, as follows.

OPT_PROB_HIT equation

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.


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


Deze functie is beschikbaar sinds LibreOffice 4.0.


OPT_PROB_HIT(Spot; Volatility; Drift; Maturity; LowerBarrier; UpperBarrier)

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.

LowerBarrier is the predetermined lower barrier price; set to zero for no lower barrier.

UpperBarrier is the predetermined upper barrier price; set to zero for no upper barrier.


=OPT_PROB_HIT(30;0.2;0.3;1;0;40) returns the value 0.6119.

=OPT_PROB_HIT(70;0.3;0.1;0.5;60;0) returns the value 0.4239.

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