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Excel Online Structured Activity: Black-Scholes Model Black-Scholes Model Current price of underlying stock, P $33.00 Strike...

Excel Online Structured Activity: Black-Scholes Model

Black-Scholes Model
Current price of underlying stock, P $33.00
Strike price of the option, X $40.00
Number of months unitl expiration 5 Formulas
Time until the option expires, t #N/A
Risk-free rate, rRF 3.00%
Variance, σ2 0.25
d1 = #N/A
N(d1) = 0.5000
d2 = #N/A
N(d2) = 0.5000
VC = #N/A
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