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

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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

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