Template - Black-Scholes Option Value

Input Data
Stock Price now (P)
Exercise Price of Option (EX)
Number of periods to Exercise in years (t)
Compounded Risk-Free Interest Rate (rf)
Standard Deviation (annualized s)

17
16.5
0.5
0.07%
0.12%

Output Data
Present Value of Exercise Price (PV(EX))
s*t^.5
d1
d2
Delta N(d1) Normal Cumulative Density Function
Bank Loan N(d2)*PV(EX)

16.4942
0.0008
35.5950
35.5941
1.0000
16.4942

Value of Call
Value of Put
Above working (highlighted in red box) donot give the right answer

0.5058
0.0000

Above format not giving the correct answer so I made below working (It gives correct one)
<-----Colour denote to Put values manually
Made by Rizwan

Pa
Pe
r
t
s
Square root of "t"

d1

400
440
6%
0.5
30%
0.7071068

-0.0428102
0.212132

Put this Figure Manually from N

d1

-0.202

Value of d1 in Normal dist. Tab

d2

-0.414

Value of d2 in Normal dist. Tab

N(d1)

0.4199

0.03
0.970445553

N(d2)

C= (ANSWER)

0.3387

23.34

his Figure Manually from Normal distrubution table

e of d1 in Normal dist. Table

0.0801

e of d2 in Normal dist. Table

0.1613