Black Scholes Model Calculator

Simple calculator which helps to calculate the value or price of put and call options using black scholes model.

Calculate Put, Call Option Value

$
$
%
%
$
$

Simple calculator which helps to calculate the value or price of put and call options using black scholes model.

Code to add this calci to your website Expand embed code Minimize embed code

Formula:

C = SN(d1)-Ke(-rt)N(d2) where,

C = Theoretical call premium S = Current stock price t = time K = option striking price r = risk free interest rate N = Cumulative standard normal distribution e = exponential term (2.7183) d1 = ( ln(S/K) + (r + (s2/2))t ) / s√t d2 = d1 - s√t s = Standard deviation of stock returns

english Calculators and Converters