Simple Black Scholes Option Calculator
Following Equity Options are supported in this version:
Plain Vanilla Equity Option
Barrier Equity Option
Simple Look Forward Equity Option
Square Power Equity Option
Put underlying spot price, strike, expiry time, volatility and risk free interest rate into the textfields.
The Option Pricer Calculator calculates the premium value and the main Greeks (Delta, Gamma, Theta and Vega )
The equity options are priced with the closed Black Scholes formula.