Math equations
Free e-invoices
Calkoo for kids
English
Bahasa Indonesia
Bahasa Melayu
Беларуская
Čeština
Deutsch
Dansk
Eesti
ϵλληνικά
English
Español
Français
한국어 Hangugeo
Hrvatski
Italiano
Latviešu
Lietuvių
Magyar
日本語 Nihongo
Nederlands
Norsk
Polski
Português
Românește
Руccкий
Slovenčina
Српски
Srpski
Suomi
Svenska
Türkçe
Українська
中文 Zhōngwén
» Black-Scholes Option Pricing Model
ERROR!
JavaScript must be enabled!
Initial Data
Spot price of the underlying asset
Strike price of the option
Time to maturity (days)
Risk-free interest rate (continuous compounding)
%
Volatility
%
Result
CALL
PUT
Price
Δ (delta)
Γ (gamma)
ν (vega)
ρ (rho)
Θ (theta)
d1 =
d2 =
See also:
Put-Call Parity (European Options)
TOP 5
1. Body Height or Weight Converter
2. Value added tax (Global)
3. Internal Rate of Return (IRR)
4. NPV and Profitability Index (PI)
5. Roman Numerals Converter
See also:
1. Capital Asset Pricing Model (CAPM)
2. NPV and Profitability Index (PI)
3. Present and future Value Calculator
Everything about pregnancy!
Pregnancy calendar.
www.fortyweeks.eu