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Black-Scholes Calculator
Price European call and put options.
Live Calculation
Call Price
100.00
$
Live Step-by-Step Calculation
# Given Values:
Stock Price: 100
Strike Price: 100
Time: 1
Risk-free Rate: 5
Volatility: 20
# Formula:
Call Price = s
Call Price = s
# Substitution:
Call Price = 100
Call Price = 100
Final Answer: 100 $
How it Works
The Black–Scholes model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. It provides a way to estimate the fair price of options.
AI Insight
Did you know? Consistent tracking of these metrics can help identify trends over time. Try adjusting the inputs to see how sensitive the result is to each variable.
Next Steps
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