Paano Kalkulahin si Options Black Scholes
Ano ang Options Black Scholes?
Black-Scholes option pricing model values European calls/puts using stock price, strike, volatility, time, and rates.
Step-by-Step na Gabay
- 1Input underlying price, strike, volatility, time to expiration, risk-free rate
- 2Apply Black-Scholes formula for call/put
- 3Results show theoretical option value
Mga Nalutas na Halimbawa
Input
Call: stock $100, strike $100, volatility 25%, 1 year, 5% rate
Resulta
Call ≈ $10.45 (reasonable premium)
Widely used in markets
Mga Karaniwang Mali na Dapat Iwasan
- ✕Using historical instead of implied volatility
- ✕Assuming constant volatility (varies)
Mga madalas itanong
Does Black-Scholes match real prices?
Approximately; volatility smile shows discrepancies, especially extreme strikes.
Handa nang kalkulahin? Subukan ang libreng Options Black Scholes Calculator
Subukan ito sa iyong sarili →