Black-Scholes Calculator
Product Description
Our Black-Scholes Calculator is a reliable, excel based Option Valuation model. Application users need to enter following inputs into the model:
• Current Stock Price;
• Option Exercise/Strike Price;
• Annual Dividend Yield;
• Annualized Risk-Free Interest Rate;
• Time remaining until maturity of option (in Years);
• Standard Deviation.
The models itself, provides more detailed information about the nature and format of inputs.
Application can calculate both: Call and Put Option values.
***NOTE: xlsm format requires MS Office 2007!
***NOTE: THIS IS A VBA PROJECT. PLEASE ENABLE MACROS BEFORE USING!!!
• Current Stock Price;
• Option Exercise/Strike Price;
• Annual Dividend Yield;
• Annualized Risk-Free Interest Rate;
• Time remaining until maturity of option (in Years);
• Standard Deviation.
The models itself, provides more detailed information about the nature and format of inputs.
Application can calculate both: Call and Put Option values.
***NOTE: xlsm format requires MS Office 2007!
***NOTE: THIS IS A VBA PROJECT. PLEASE ENABLE MACROS BEFORE USING!!!
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