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Black scholes call put option yield
The Black-Scholes formula (also called Black-Scholes-Merton) was the first widely used model for option pricing. Thesite has been minimally tested. Risk-free rate:The current risk free rate of return. This value should be entered in decimal format (e.g., 4% should be entered as 0.04).Spot price:The current price of the underlying stock.Strike price:The price at which the option contract can be exercised.Time to maturity (days):The time (in days) until the option contract expires.Volatility:The extent to which the returns of the underlying stock will fluctuate between now and the expiration of the ykeld contract.
This page explains the Black-Scholes formulas for d1, d2, call option price, put option price, and formulas for the most common option Greeks (delta, gamma, theta, vega, and rho).If you want to use the Black-Scholes formulas in Excel and create an option pricing spreadsheet, see detailed guide here:Black-Scholes Excel Blacck and How to Create a Simple Option Pricing SpreadsheetAlternatively, you can get a ready-made Black-Scholes Excel calculator from Macroption, which also includes additional features like scenario simulations and charts.
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Yield black call option put scholes