Black Scholes

The following is a simple model to calculate the value of an option using the Black-Scholes formula. Simply fill in the 6 key inputs and the value of the option will be determined.

Share Price at Calculation Date
Exercise Price
Term  years
Risk Free Force of Interest  % pa
Future Dividend Yield  % pa
Volatilty of Total Shareholder Return  % pa
Value of option --

Follow the links in the menu to find out about the other option pricing models we use and how we can help with your share schemes.