Black-Scholes Model
| Parameter | Current Asset Price (S) | Strike Price (K) | Time to Maturity (T) | Volatility (σ) | Risk-Free Interest Rate (r) |
|---|---|---|---|---|---|
| Value | 100.0000 | 100.0000 | 1.0000 | 0.2000 | 0.0500 |
d1: 0.3500
d2: 0.1500
CALL Value
$10.45
PUT Value
$5.57
Dynamic Visualizations of Option Pricing and Sensitivities