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Black-Scholes option pricing model

Values european options on assets without dividends.

Parameters
Results
Call
Put
Exercise (strike) price
Option value
Underlying price
Delta
Days to expiration
Theta
Volatility (%)
Vega
Interest rate (%)
Rho
Gamma
Binomial model
Disclaimer: This calculator is not designed to support trading decisions. We do not take responsibility for any damages resulting from the use of the calculator. Use it for your own responsibility.
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