The Black Scholes formula for a call.

Description

The Black Scholes formula for a call.

Example Sheet

EquityValuation.xlsx

Arguments

  • strike (Double)Strike
  • valueDate (Date)The value date as and Excel date.
  • exerciseDate (Date)The exercise date of the option. Must be greater than the value date.
  • spotPrice (Double)The spot price of the underlying at the value date.
  • vol (Double)Annualized volatility.
  • riskfreeRate (Double)Continuously compounded risk free rate.
  • divYield *(Double)Continuously compounded dividend yield.(Default value = 0.0)