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Excel Template Black-Scholes Pricer
Calculate the price and Greeks of a European option in real time.
Spot Price (S)
100€
Strike Price (K)
100€
Volatility
25%
Days to Expiry
90j
Risk-Free Rate
3%
AT THE MONEY0.0%
Option Price
7.02€
Intrinsic
0.00€
Time Value
7.02€
Greeks
ΔDelta
0.5651
57% ITM
ΓGamma
0.0319
per €1 move
ΘTheta
-0.0314
-0.03€/day
νVega
0.1966
0.20€/1% vol