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    INDEX OPTION CALCULATOR (Click On The Link Below)

    Uploaded by

    Ashwini Agarwal
    This document provides instructions and calculations for option pricing models. It includes a black scholes model calculator with sample inputs and outputs for a call and put price. It also includes a two period binomial model calculator with examples for calculating the price of a call and put option over time using up and down movements of the underlying stock price.

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    INDEX OPTION CALCULATOR (Click On The Link Below)

    Uploaded by

    Ashwini Agarwal
    227 views6 pages
    This document provides instructions and calculations for option pricing models. It includes a black scholes model calculator with sample inputs and outputs for a call and put price. It also includes a two period binomial model calculator with examples for calculating the price of a call and put option over time using up and down movements of the underlying stock price.

    Original Description:

    Those who want make options calculator by using Balck Schole models, or Two period Binomial model

    Original Title

    Option Calculator

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    © Attribution Non-Commercial (BY-NC)

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    XLS, PDF, TXT or read online from Scribd

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    This document provides instructions and calculations for option pricing models. It includes a black scholes model calculator with sample inputs and outputs for a call and put price. It also includes a two period binomial model calculator with examples for calculating the price of a call and put option over time using up and down movements of the underlying stock price.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    227 views6 pages

    INDEX OPTION CALCULATOR (Click On The Link Below)

    Uploaded by

    Ashwini Agarwal
    This document provides instructions and calculations for option pricing models. It includes a black scholes model calculator with sample inputs and outputs for a call and put price. It also includes a two period binomial model calculator with examples for calculating the price of a call and put option over time using up and down movements of the underlying stock price.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    of 6

    INDEX OPTION CALCULATOR(Click on the link below)

    BLACK SCHOLE MODEL

    TWO PERIOD BINOMIAL MODEL CALL PRICE

    TWO PERIOD BINOMIAL MODEL PUT PRICE


    Options Calculator(Black Schole Model)

    Stock Price(So)(in Rs.) 125.94


    Exercise Price(X)(in Rs.) 125
    Risk Free Rate(r in %) 4.560%
    Time(T) 35 days
    Standard Deviation(σ) 0.83

    N(d1) 0.569183
    N(d2) 0.467035
    Call Price( C ) 13.54859
    Put Price( P ) 12.08382
    Two Period Binomial Model Calculator for Call Option

    Stock Price(So) 20
    Exercise Price(X) 21 22
    Time(in Months) 3 months 20 B
    Time in Fraction 0.25 A 18
    Up(U) 10.00% C
    Down(D) 10.00%

    P 0.646158
    Value of B 2.008979
    Value of C 0
    Value of A(Call Price) 1.261249
    24.2
    D
    19.8
    E
    16.2
    F
    Two Period Binomial Model Calculator for Put Option

    60
    50 B
    Stock Price(So) 50 A 40
    Exercise Price(X) 52 C
    Time(in Months) 12
    Up(U) 20.00%
    Down(D) 20.00%

    P 0.622981
    Value of B 1.479305
    Value of C 9.00428
    Value of A(Put Price) 4.030323
    72
    D
    48
    E
    32
    F

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