Calculate the theoretical price of European call and put options.
Option Parameters
Option Prices
Call Option Price$0.00
Put Option Price$0.00
Analysis
About this calculator
Overview
The Black-Scholes model constitutes one of the most significant concepts in modern financial theory. It was developed in 1973 by Fischer Black, Myron Scholes, and Robert Merton.
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Pro Tips
Assumptions include: No dividends, efficient markets, no transaction costs, constant risk-free rate and volatility, and European-style options.
Fun Fact: Myron Scholes and Robert Merton were awarded the Nobel Prize in Economics in 1997 for this model.
