CALL
8.9160
Black-Scholes Option Pricer
European prices and Greeks from spot, rates, and volatility.
PUT
6.9359
| Greek | Call | Put |
|---|---|---|
| 0.5793 | -0.4207 | |
| 0.0196 | 0.0196 | |
| -0.0134 | -0.0080 | |
| 0.3910 | 0.3910 | |
| 0.4901 | -0.4901 |
Current spot 100.00, volatility 0.20.
European prices and Greeks from spot, rates, and volatility.
CALL
8.9160
PUT
6.9359
| Greek | Call | Put |
|---|---|---|
| 0.5793 | -0.4207 | |
| 0.0196 | 0.0196 | |
| -0.0134 | -0.0080 | |
| 0.3910 | 0.3910 | |
| 0.4901 | -0.4901 |
Current spot 100.00, volatility 0.20.