XLS Black Scholes Option Calculator


XLS Black Scholes Option Calculator


This Excel spreadsheet implements the Black-Scholes pricing model to value European Options (both Calls and Puts). The spreadsheet allows for dividends and also gives you the GreeksThese are sample parameters and results. The data and results will not be saved and do not feed the tools on this XLS Black Scholes Option Calculator.

ScreenshotsThe main sheet. Calculating Option Prices and GreeksYou set parameters in the top left corner of the spreadsheet and see the resulting option price for a call and a put in cells H4 and H.You can see the GreekBetter Together. Never miss a trending story with yahoo.comas your homepage. Every new tab displays beautiful Flickr photos and your most recently visited sites.

This page is a guide to creating your own option pricing Excel spreadsheet, in line with the Black-Scholes model (extended for dividends by Merton). Here you can get a ready-made Black-Scholes Excel calculator with charts and additional features such as parameter calculations and simulations. Black-Scholes in Excel: The Big PictureIf you are not familiar with the Black-Scholes model, its parameters, and (at least the logic of) the formulas, you may first want to see this page.Below I will show you how to apply the Black-Scholes formulas in Excel and how to put them all together in a simple option pricing spreadsheet.




XLS Black Scholes Option Calculator

XLS Black Scholes Option Calculator

XLS Black Scholes Option Calculator



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