Black Scholes Calculator Strictly Confidential

Notes
This Excel model is for educational purposes only and should not be used for any other reason.
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Black Scholes Calculator

Type of Option Call Option

Stock Price (S0) $ 100.00
Exercise (Strike) Price (K) $ 110.00
Time to Maturity (in years) (t) 0.25
Annual Risk Free Rate (r) 5.00%
Annualized Volatility (σ) 30.00%
Option Price $ 2.84

Additional Calculation Parameters

ln(S0/K) (0.095)
(r+σ2/2)t 0.024
σ√t 0.150
d1 (0.477)
d2 (0.627)
N(d1) 0.317
N(d2) 0.265
N(-d1) 0.683
N(-d2) 0.735
e-rt 0.98758

This file is for educational purposes only. E&OE

Corporate Finance Institute®

https://corporatefinanceinstitute.com/
Type of Option

Call Option
Put Option