Black-Scholes Calculator On-line

unread,

May 19, 2011, 12:26:30 AM5/19/11

to fnc_455_s...@googlegroups.com

Here's a link to a Black-Scholes calculator on-line. I used it to validate my excel model.

For some reason, I was calculating ~$7.54 for the put instead of the ~$12 mentioned in class. Did anyone have similar results?

Gabriel

unread,

May 19, 2011, 2:28:30 PM5/19/11

to fnc_455_s...@googlegroups.com

Gabriel,

The number you got is correct. It should be $7.54. My mistake is that I used the call formula to calculate the puts and ended up with $12.

Thanks,

Bing

unread,

May 21, 2011, 3:30:45 PM5/21/11

to fnc_455_s...@googlegroups.com

Guys,

Is there a Black Sholes Calculator which gives the call/put value both?

Does it consider the dividend yield as well?

regds

unread,

May 21, 2011, 3:49:09 PM5/21/11

to fnc_455_s...@googlegroups.com

http://www.money-zine.com/Calculators/Investment-Calculators/Black-Scholes-Calculator/

no dividend yield but everything else, i think

--- On Sat, 5/21/11, Ashish Swaroop <ashishsw...@gmail.com> wrote:

Reply all

Reply to author

Forward