andrew@agcapitalcfo.com

Option Price Calculator (Black-Scholes)

Professional Excel Templates for your Business

Option Price Calculator (Black-Scholes)

This is call and put options price calculator that uses the Black-Scholes model. The model helps to calculate the price of a European option based on the current stock and strike prices, risk-free interest rate, time to maturity and the expected volatility of the underlying asset price.

The underlying assumptions of the Black-Scholes model:
  1. The underlying price follows a geometric lognormal diffusion process;
  2. The risk-free rate is known and constant;
  3. The volatility of the underlying asset is known and constant;
  4. There are no taxes or transaction costs;
  5. There are no cash flows on the underlying (e.g. payments of dividends);
  6. The options are European (e.g. cannot be exercised before the maturity date).

To download this option price calculator, please click here. We are giving out this template for free, so if you like the template, we would appreciate you clicking on the Like button above or sharing it with your friends.

If you need customization of this template, click here to purchase some customization hours.

Let us do the work for you!

 

Contact our team if you’re looking for additional support with your company’s financial needs! You can request model adjustments for any template found on our website or request a completely customized financial template with your company’s data (operational budgets, cashflow projections, valuation models, cost analysis and other models).

 

Our company has over 12 years of experience as outsourced CFOs creating and improving financial models for different industries. Over these years we have worked with 500+ companies from 20+ countries in the world. We bet you won’t be able to name an industry we haven’t made financial models for.

 

The customization services are performed by the same team of analysts that organizes the Financial Modeling World Cup (our group’s company). The Financial Modeling World Cup is the world’s largest financial modeling competition, enjoyed by top-class modelers from all over the world. Our team is trusted by such big names as Microsoft, the main sponsors of the tournament, and ESPN who broadcast the tournaments to TV audience. You can learn more about FMWC here.

 

We typically charge a fixed price, depending on the amount of work. The most popular pricing plans are $199, $749 and $1,499 (see details).

 

Drop us a line at info@cfotemplates.com and we’ll get back to you with an offer!

 

Have feedback or suggestions? Get in touch with our founder & CEO, Andrew Grigolyunovich, CFA: andrew@fmworldcup.com

1 review for Option Price Calculator (Black-Scholes)

  1. Antonio M. Mobley

    Well, you can use online calculators

Add a review

Your email address will not be published.

20 − 11 =