B£S Calculator

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Underlying Asset Price
Risk-Free Rate (%)
Exercise Price  
Annual Volatility (%)  
Time To Expiration  Days  
Dividend Ratio (%)  

Results:

Price for Call: 8.261
Price for Put: 5.500
   
N(d1) for Call: 8.261
N(d2) for Call: 5.500
   
N(d1) for Put: 8.261
N(d2) for Put: 5.500
   
Delta for Call: 0.647
Delta for Put: -0.353
   
Theta for Call: -0.015
Theta for Put: -0.01
   
Gamma for Call: 0.021
Gamma for Put: 0.020
   
Vega for Call: 0.132
Vega for Put: 0.132
   
Rho for Call: 0.137
Rho for Put: -0.15

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