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Black-Scholes Model

This simple tool allows you to quickly estimate the value of European Call and Put Options using the well-known Black-Scholes-Model.

What are options? An "Option" is a RIGHT to buy or sell one unit of an underlying asset (e.g., a share of stock) at a pre-defined price at a pre-defined point in time. Under a strict set of assumptions, this value can be derived using the model proposed by Fisher Black and Myron Scholes in 1973

A Call Option represents the right to BUY one unit of the underlying asset. In contrast, a PUT option is the right to SELL one unit of the underlying asset.

Use the tool below to implement the Black-Scholes-Model.

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