Option price calculator

Overview

This option price calculator shows calculation of theoretical price of European call and put option on equity. The calculator uses Black Scholes option price model formula.
Intention of the formula is to find fair price of the option. The formula was derived by Fischer Black and Myron Scholes and published in 1973. Calculation of the theoretical price is a basis of risk management for derivatives. Theoretical price of option is used to calculate margins and liquidation values.

Calculator

Licencing and download of source code

This software is freeware.

Source code in Java is available here.