Black-Scholes Option Pricing Calculator
Black-Scholes Option Pricing Calculator
Rating (5)
Reviews: 1
Category: Business
Calculating the fair price of European call and put options.

Description

This Black-Scholes Option Pricing Calculator determines the fair market price of European put and call options.

It assumes the underlying asset pays no dividends before maturity.

We assume no responsibility for the correctness of this software and it should not be used as a basis for trading decisions.

  • Calculates the fair value of European style call and put options.
  • Also calculates delta, theta, rho, vega and gamma.
  • Results can be copied to the clipboard (Edit->Copy).
  • Assumes the underlying asset pays no dividends before maturity.
Product ID: 9P796GMHFTW9
Release date: 2019-03-25
Last update: 2022-03-11