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Black-Scholes option pricing model

Initial Data

 
Spot price of the underlying asset
Strike price of the option
Time to maturity (days)
Risk-free interest rate (Rf) (continuous compounding) %
Volatility %

 

Result

Call

Put

Price

Δ (delta)

Γ (gamma)

ν (vega)

ρ (rho)

Θ (theta)

d1 =

d2 =