Black-Scholes-Merton (BSM) Model

Last Updated on October 18, 2025 by Admin

Formula

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Black-Scholes-Merton (BSM) Calculator

* Entered as a percentage (%), i.e. 10
* Entered as a percentage (%), i.e. 20
* Entered as years (i.e. half a year = 0.5, 1 year = 1, 2 years = 2 etc.)
d1
d2
N(d1)
N(d2)
Price of Option (Call)
Price of Option (Put)