Black Scholes Calculator

European call option price.

Stock price ($)

Strike price ($)

Time to expiry (years)

Risk-free rate (%)

Volatility σ (%)

Call price ($) 11.348

Put price ($) 8.393

Step-by-step with your numbers:

1. Values used:

2. Stock price = 100 $

3. Strike price = 100 $

4. Time to expiry = 1 years

5. Risk-free rate = 3 %

6. Volatility σ = 25 %

7. Call price = 11.348$

8. Put price = 8.393$

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European option pricing. Not a recommendation — options involve risk.

FAQ

Use?

The standard model for theoretical option prices.