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Can I read Black-Scholes Option Pricing Tool on EtoBox?

Black-Scholes Option Pricing Tool by maikhanh.tonnu261096 is a document available to read on EtoBox.

What is Black-Scholes Option Pricing Tool about?

The document provides a Black-Scholes option pricing calculator with input data for a stock price of $35, a standard deviation of 25%, a risk-free rate of 1%, an exercise price of $40, and a time to maturity of 0.75 years. It calculates the values of d1 and d2, their corresponding cumulative normal distribution values, and the prices for both call and put options, resulting in a call option price of $1.40 and a put option price of $6.10.

Author
maikhanh.tonnu261096
Language
EN

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