Black Scholes calculator online with dividends

Black Scholes calculator online

price of Call option and Option’s delta and gamma

introduce inputs in yellow cells:
dividend yield (all cash dividends divided by spot)

excel :

Advanced Black Scholes calculator

Advanced Black-Scholes online calculator takes real market interest rate curve and can calculate American options

equity option advanced calculator

formula Black Scholes

Black Scholes formula is

$$Call=df(F_0N(d_+)-KN(d_-))$$

where $$F_0$$ is forward of the stock S at time 0 for maturity T

$$F_0=S_0e^{-qT}/df_T$$

where:
q – dividend yield
df – discount factor for time T

$$d_+=\frac{ln(F_0/K)}{\sigma\sqrt{T}}+0.5\sigma\sqrt{T}$$
$$d_-=\frac{ln(F_0/K)}{\sigma\sqrt{T}}-0.5\sigma\sqrt{T}$$

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