The Black Scholes formula for a call.

Description

The Black Scholes formula for a call.

Example Sheet

EquityValuation.xlsx

Arguments

  • strike Strike
  • valueDate The value date as and Excel date.
  • exerciseDate The exercise date of the option. Must be greater than the value date.
  • spotPrice The spot proce of the underlying at the value date.
  • vol Annualized volatility.
  • riskfreeRate Continuously compounded risk free rate.
  • divYield Continuously compounded dividend yield.