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Option Price Calculator (Black-Scholes)

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Option Price Calculator (Black-Scholes)

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.

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