learn.howToCalculate
learn.whatIsHeading
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.
공식
- S
- Current stock price (Currency)
- K
- Strike price (Currency)
- T
- Time to expiration (Years)
- r
- Risk-free interest rate (Annual %)
- σ
- Volatility (Annual %)
단계별 가이드
- 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
풀어진 예시
자주 묻는 질문
What is Black Scholes Calc?
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
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.
계산할 준비가 되셨나요? 무료 Black-Scholes Options Pricing 계산기를 사용해 보세요
직접 시도해 보세요 →