Convert Excel (.xlsm) to .exe?

Looks like some third party tools available and to my knowledge not feasible from Excel directly.
http://www.exceltoexe.com/

I used to do this a long time ago (1980's) using a product called Baler. It's no longer up to date so you probably can't use it.

However, if you do a Google search on "spreadsheet compilers" you'll get lots of hits.