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.