The current risk free rate of return.

Black-Scholes Calculator Online | FinTools

This value should be entered in decimal format e. The current price of the underlying stock. The price at which the option contract can be exercised.

Time to maturity days: The time in days until the option contract expires. The extent to which the returns of the underlying stock will fluctuate between now and the expiration of the option contract.

The following formulas are involved in the calculation of call option values Black-Scholes formula: Standard normal distribution cumulative distribution function CDF: Value of a call option Black-Scholes formula: The following references can be used to cite this black-scholes calculator for the value of a call option: The following financial calculators are related to this black-scholes calculator for the value of a call option, and may be useful for your research: Investing and Trading Calculators.

Black-Scholes Formula (d1, d2, Call Price, Put Price, Greeks) - Macroption

The Financial Calculators Index now contains 70 free financial calculators! Black-Scholes Calculator for the Value of a Call Option. This calculator uses the Black-Scholes formula to compute the value of a call option, given the option's time to maturity and strike black scholes call option pricing model, the volatility and spot advantages of executive share option scheme of the underlying stock, and the risk-free rate of return.

The Black-Scholes option-pricing model is useful for computing the present value of a stock option in light of current market conditions. Absolute Breadth Index ABI Calculator. Arbitrage Profit Calculator for Currency Exchanges. Arbitrage Profit Calculator for Stocks or Commodities.

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