কীভাবে Black-Scholes Options Pricing গণনা করবেন

Black-Scholes Options Pricing কি?

The Black-Scholes model is a mathematical formula for pricing European-style options. It calculates a theoretical fair value based on stock price, strike price, time to expiry, volatility, and risk-free rate.

সূত্র

C = S×N(d₁) − K×e^(−rT)×N(d₂) | d₁=(ln(S/K)+(r+σ²/2)T)/(σ√T)

S: Current stock price (Currency)
K: Strike price (Currency)
T: Time to expiration (Years)
r: Risk-free interest rate (Annual %)
σ: Volatility (Annual %)

ধাপে ধাপে নির্দেশিকা

1Call = S·N(d1) - K·e^(-rT)·N(d2)
2d1 = [ln(S/K) + (r + sigma^2/2)T] / (sigma*sqrt(T))
3d2 = d1 - sigma*sqrt(T)
4N() is the cumulative standard normal distribution

সমাধান করা উদাহরণ

ইনপুট

Stock $100, strike $105, 6mo, 5% rate, 20% vol

ফলাফল

Call approx $4.08, Put approx $6.65

সচরাচর জিজ্ঞাসা

What is Black Scholes Calc?

How accurate is the Black Scholes Calc calculator?

The calculator uses the standard published formula for black scholes calc. Results are accurate to the precision of the inputs you provide. For financial, medical, or legal decisions, always verify with a qualified professional.

What units does the Black Scholes Calc calculator use?

This calculator works with inches. You can enter values in the units shown — the calculator handles all conversions internally.

What formula does the Black Scholes Calc calculator use?

The core formula is: Call = S·N(d1) - K·e^(-rT)·N(d2). Each step in the calculation is shown so you can verify the result manually.

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