Kuinka laskea Black-Scholes Options Pricing

Mikä on Black-Scholes Options Pricing?

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.

Kaava

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 %)

Vaiheittainen opas

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

Ratkaistut esimerkit

Syöte

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

Tulos

Call approx $4.08, Put approx $6.65

Usein kysytyt kysymykset

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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