Microsoft Excel Black-Scholes Equation

Stock Price (S) = 60

Strike Price (X) = 65

Time to Maturity (T) = 0.25 years

Risk Free % rate (r) = 8.00 %

Rate of Return % Volatility (v) = 30.0 %

Results:

Call Value (Price) = 2.13337

Put Value (Price) = 5.84628

Download EXCEL Worksheet.