Black-Scholes Pricerd1: 0.122 · d2: -0.002
Spot (S)€
Strike (K)€
Vol (σ)%
Expirydays
Rate (r)%
ATM0.0%
Pricing
Option Price
7.02€
Intrinsic
0.00€
Time Value
7.02€
Greeks
| Greek | Value | Interpretation |
|---|---|---|
| ΔDelta | 0.5651 | 57% ITM prob. |
| ΓGamma | 0.0319 | per €1 move |
| ΘTheta | -0.0314 | -0.03€/day |
| νVega | 0.1966 | 0.20€/1% vol |
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Our Options Pricer Excel template includes multi-option pricing, strategies, and P&L charts.
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