Analysis Techniques & Strategies

BS Quarterly Dividend (Pricing Model)

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Input Information

Name Type Default Description
QtrDiv Numeric 0.00 Uniform Quarterly Dividend Amount
FirstDivMonth Numeric 3 First next quarter ex-dividend month.
FirstDivDay Numeric 15 First next quarter ex-dividend day
PV TrueFalse false Use Present Value in calculation T/F

Description

The Black-Scholes Periodic Dividend Model is used for stocks and indexes, with calculations adjusted for quarterly dividends. The constant amount of the quarterly dividend, the first next ex-dividend month/day, and present value flag are inputs to the model.