This page is a guide to creating your own option pricing Excel spreadsheet, in line with the Black-Scholes model (extended for dividends by Merton).

Black & Scholes Option Pricing Calculator. 3, Price of the underlying, 250.00, Strike price nearest to spot level, 250. 4, Risk-free rate of interest(%), 9.0 ...

Use the Black-Scholes calculator to determine the fair market value of a European call or put option, using the five primary components of options pricing.

Продолжительность: 17:18
Опубликовано: 16 апр. 2024 г.

This Black Scholes calculator uses the Black-Scholes option pricing method to help you calculate the fair value of a call or put option.

call option. A, B, C, D. 1, Black-Scholes Option Pricing Model with Dividends. 2. 3, Current Stock Price, $ 11.00. 4, Exercise Price, $ 15.00. 5, Risk-Free ...

Greeks. A, B, K, L, M, N, O, P, Q, R, S, T, U, V. 1, Options and Greeks Calculator. 2. 3, Futures Price, 4377. 4, Today, 17-Oct-18. 5, Option Expiry ...

22 авг. 2023 г. · Excel version of Black and Scholes' model for a European type option on a non dividend paying stock.

In this part we will learn how to calculate single option (call or put) profit or loss for a given underlying price.

Download my option pricing spreadsheet for calculating European options using the Black and Scholes pricing model.