Black-Scholes Excel Pricing Model
Originally published: 22/04/2018 20:41
Last version published: 22/04/2018 20:56
Publication number: ELQ-75985-2
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Black-Scholes Excel Pricing Model

A mini Black-Scholes Excel model, just hit and go!

Description
2 Black-Scholes Pricing Excel Models (with & without dilution):

INPUTS:
Inputs:
Stock Price (S)
Strike Price (X)
Volatility (s)
Risk-free Rate
Time to expiration (T)
Dividend Yield
# of Options (000)
# Shares Outstanding (000)
Tax Rate

OUTPUTS:
Stock Price (S)
Strike Price (X)
Volatility (s)
Risk-free Rate
Time to expiration (T)
Dividend Yield
# of Options (000)
# Shares Outstanding (000)
Tax Rate

*Note: This spreadsheet requires iterative calculations which may result in circular references.
To correct this problem, go to "Tools" - "Options" - Calculation and check the "iteration" box.

This Best Practice includes
1 Excel Model

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