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Option calculator Black & Scholes spreadsheet

VIEWS: 63 PAGES: 1

Easy to use spreadsheet with Black and Scholes, calculate option prices and see if they are overpriced or cheap.

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									Black-Scholes Directly in a Excel Sheet

Stock price                     61.0
Strike price                    65.0
Years to maturity               0.25
Risk-free rate                8.00%
Volatility                    30.0%

European call value             2.53
European put value              5.24

								
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