Calculates the Black-Scholes Call.
stock: The stock price
strike: The strike price.
ytm: The years to maturity.
rf%: The risk free rate %.
vol %: The volitility %.
Calculate the call value for the following:
Value | Keystrokes | Display | Description |
---|---|---|---|
60 | stock | 60.0000 | Stores the stock price. |
65 | strike | 65.0000 | Stores the strike price. |
.25 | ytm | 0.2500 | Stores the years to maturity. |
8 | rf % | 8.0000 | Stores the risk free rate %. |
30 | vol % | 30.0000 | Stores the volitility %. |
Call | 2.1334 | Calculates the call value. |
Calculate the years to maturity for a call of 2.
These keystrokes assume the values from example 1.
Value | Keystrokes | Display | Description |
---|---|---|---|
2 | Call | 2.0000 | Stores the Call value. |
ytm | 0.2343 | Calculates the years to maturity. |
Also see the Black-Scholes Put Formula Calculator.
Reference:
Espen Gaarder Haug: Black-Scholes Directly in a Excel Sheet