Option Pricer


4.6 ( 3796 ratings )
Бизнес Образование
Разработчик Stefan Fleischer
бесплатно

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.