some problem with my coding

[prakash_moturu]

Hi
i am calculating the delta value to change the e2 or f2 values.
after change the e2 and f2 value, i am calling CallDelta() method with required
parameters.it fires CallDelta() method but it shows same output if the
e2 and f2 values are changed.
example :
e2 0r f2 =33 0r 66 the msgbox shows =0.9999999 why?
and next question is in sheet1 clear button press the change event is not working?
please any body send your valuable sugittions

Private Sub CommandButton1_Click()
Sheet1.Range("A2").Value = ""
Sheet1.Range("b2").Value = ""
Sheet1.Range("c2").Value = ""
Sheet1.Range("d2").Value = ""
Sheet1.Range("e2").Value = ""
Sheet1.Range("f2").Value = ""
Sheet1.Range("g2").Value = ""
Sheet1.Range("h2").Value = ""
Sheet1.Range("i2").Value = ""
Sheet1.Range("j2").Value = ""
End Sub
Private Sub Worksheet_Change(ByVal Target As Range)
Dim optprice, vol, del, ga, ve, the, undpr, strkpri, dte, riskrate, div
div = 0
dte = 0.06
riskrate = 0
Dim caldel, calve, calga, calthe As Variant
 
If Not Intersect(Range("E2,F2"), Target) Is Nothing Then
    If Target.Count = 1 Then
    Application.EnableEvents = False
    undpr = Sheet1.Range("B2").Value
    strkpri = Sheet1.Range("c2").Value
    
    optprice = Sheet1.Range("E2").Value
    vol = Sheet1.Range("f2").Value
    caldel = CallDelta(undpr, strkpri, dte, riskrate, vol, div)
    
    MsgBox "caldelta" & caldel
    
   
    End If
Application.EnableEvents = True
End If
End Sub
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
End Sub

module code

Function dOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
dOne = (Log(UnderlyingPrice / ExercisePrice) + (Interest - Dividend + 0.5 * Volatility ^ 2) * Time) / (Volatility * (Sqr(Time)))
End Function
Function NdOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
NdOne = Exp(-(dOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend) ^ 2) / 2) / (Sqr(2 * 3.14159265358979))
End Function
Function dTwo(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
dTwo = dOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend) - Volatility * Sqr(Time)
End Function
Function NdTwo(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
NdTwo = Application.NormSDist(dTwo(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend))
End Function
Function CallOption(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
CallOption = Exp(-Dividend * Time) * UnderlyingPrice * Application.NormSDist(dOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)) - ExercisePrice * Exp(-Interest * Time) * Application.NormSDist(dOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend) - Volatility * Sqr(Time))
End Function
Function PutOption(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
PutOption = ExercisePrice * Exp(-Interest * Time) * Application.NormSDist(-dTwo(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)) - Exp(-Dividend * Time) * UnderlyingPrice * Application.NormSDist(-dOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend))
End Function
Function CallDelta(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
CallDelta = Application.NormSDist(dOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend))
'CallDelta = Application.NormSDist((Log(UnderlyingPrice / ExercisePrice) + (Interest - Dividend) * Time) / (Volatility * Sqr(Time)) + 0.5 * Volatility * Sqr(Time))
End Function
Function PutDelta(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
PutDelta = Application.NormSDist(dOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)) - 1
'PutDelta = Application.NormSDist((Log(UnderlyingPrice / ExercisePrice) + (Interest - Dividend) * Time) / (Volatility * Sqr(Time)) + 0.5 * Volatility * Sqr(Time)) - 1
End Function
Function CallTheta(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
CT = -(UnderlyingPrice * Volatility * NdOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)) / (2 * Sqr(Time)) - Interest * ExercisePrice * Exp(-Interest * (Time)) * NdTwo(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
CallTheta = CT / 365
End Function
Function Gamma(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
Gamma = NdOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend) / (UnderlyingPrice * (Volatility * Sqr(Time)))
End Function
Function Vega(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
Vega = 0.01 * UnderlyingPrice * Sqr(Time) * NdOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
End Function
Function PutTheta(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
PT = -(UnderlyingPrice * Volatility * NdOne(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)) / (2 * Sqr(Time)) + Interest * ExercisePrice * Exp(-Interest * (Time)) * (1 - NdTwo(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend))
PutTheta = PT / 365
End Function
Function CallRho(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
CallRho = 0.01 * ExercisePrice * Time * Exp(-Interest * Time) * Application.NormSDist(dTwo(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend))
End Function
Function PutRho(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)
PutRho = -0.01 * ExercisePrice * Time * Exp(-Interest * Time) * (1 - Application.NormSDist(dTwo(UnderlyingPrice, ExercisePrice, Time, Interest, Volatility, Dividend)))
End Function
Function ImpliedCallVolatility(UnderlyingPrice, ExercisePrice, Time, Interest, Target, Dividend)
High = 5
Low = 0
Do While (High - Low) > 0.0001
If CallOption(UnderlyingPrice, ExercisePrice, Time, Interest, (High + Low) / 2, Dividend) > Target Then
High = (High + Low) / 2
Else: Low = (High + Low) / 2
End If
Loop
ImpliedCallVolatility = (High + Low) / 2
End Function
Function ImpliedPutVolatility(UnderlyingPrice, ExercisePrice, Time, Interest, Target, Dividend)
High = 5
Low = 0
Do While (High - Low) > 0.0001
If PutOption(UnderlyingPrice, ExercisePrice, Time, Interest, (High + Low) / 2, Dividend) > Target Then
High = (High + Low) / 2
Else: Low = (High + Low) / 2
End If
Loop
ImpliedPutVolatility = (High + Low) / 2
End Function
Sub greeks()
End Sub

please help me in this issue