Bewertung einer Option mit spärlichen Daten, hoher zugrunde liegender Volatilität und Rendite

How do you calculate Black-Scholes?

The Black-Scholes call option formula is calculated by multiplying the stock price by the cumulative standard normal probability distribution function.

Is there a Black-Scholes formula in Excel?

Black-Scholes Option Price Excel Formulas. N(d1), N(d2), N(-d2), N(-d1)

What is the Black-Scholes value?

Definition: Black-Scholes is a pricing model used to determine the fair price or theoretical value for a call or a put option based on six variables such as volatility, type of option, underlying stock price, time, strike price, and risk-free rate.

Which is the Black Scholes formula for the price of a put option?

By the symmetry of the standard normal distribution N(−d) = (1−N(d)) so the formula for the put option is usually written as p(0) = e−rT KN(−d2) − S(0)N(−d1). Rewrite the Black-Scholes formula as c(0) = e−rT (S(0)erT N(d1) − KN(d2)).