Black-Scholes Calculator
Investing & MarketsCalculate the theoretical price of a European call and put option using the Black-Scholes model.
Call Option Price
The theoretical fair value of the call option.
Put Option Price
$9.30
The theoretical fair value of the put option.
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Odeh Ahwal0people find this calculator helpful
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Frequently Asked Questions
What is the Black-Scholes model?
Black-Scholes is a mathematical model for pricing European-style options (exercisable only at expiry) based on the spot price, strike price, time to expiry, risk-free rate, volatility, and dividend yield.
Does this work for American-style options?
Not exactly. Black-Scholes prices European options, which can only be exercised at expiration. American options, which can be exercised any time, can be worth slightly more due to early-exercise flexibility.
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