the Financial Math Calculator

Vanilla Option Price

Posted by Chun-Yuan Chiu

The calculation is based on Black-Sholes model.

Tagged: Black-Scholes Calculator, Vanilla Option

• Feb 18, 2013 •

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Input:
Initial underlying asset price
Strike price
Time to maturity		Years
Risk free interest rate (annulized)
Volatility (annulized)
Output:
Call value
Put value