STOCK PRICE:                         NO OF TREE NODES :    

STRIKE PRICE:                        

INTEREST RATE 0.1 for 10% :        

CONT DIV YIELD 0.015 for 1.5%:    

VOLATILITY PER YEAR 0.3 for 30% :  

TIME TO EXPIRATION IN DAYS :       



AMERICAN PUT  PRICE (bin. tree):     Black-Scholes
EUROPEAN PUT  PRICE (bin. tree):     EUR PUT PRICE   :  

AMERICAN CALL PRICE (bin. tree):     Black-Scholes
EUROPEAN CALL PRICE (bin. tree):     EUR CALL PRICE  :  


               

To calculate the implied volatility of a EUROPEAN CALL option enter all of its parameters above (the volatility field will be ignored) and enter the price below togther with a guess at the volatility (if you get an error message try a better guess!).

EUR CALL PRICE:                   

IMPLIED VOLATILITY GUESS:           

STOCK PRICE:                              

STRIKE PRICE:                        

INTEREST RATE 0.1 for 10% :        

CONT DIV YIELD 0.015 for 1.5%:    
 
TIME TO EXPIRATION IN DAYS :       





IMPLIED VOLATILITY:               





               

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