Black-Scholes Model | |||||||
(Click tabs below to see Excel Formula and comparable R Language results.) | |||||||
INPUT | |||||||
Stock Price | 60 | Side Calculations | |||||
Strike Price | 65 | for Formulas | |||||
Volatility (SD) | 30% | -0.325284718 | ` | ||||
Risk Free Rate | 8% | -0.475284718 | |||||
Term (Years) | 0.25 | ||||||
OUTPUT | |||||||
VBA (or Add-in) | Formulas | ||||||
European Call | 2.133368445 | 2.133368445 | |||||
European Put | 5.84628221 | 5.84628221 |