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Black-Scholes Call Calculator

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 %.

Example 1

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.

Example 2

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.


Espen Gaarder Haug: Black-Scholes Directly in a Excel Sheet