FRM: Using Excel to calculate Black-Scholes-Merton option price

Do we have to pay for the excel document?

Where exactly can I obtain this spreadsheet please?

Still usefull thanks

thank you so much

God bless you sir

Thank you very much!

@Bionic Turtle I cannot find this spreadsheet :(

How to calculate the probability of ITM or OTM for an option?

Super simple and easy to follow, thanks!

Thanks. how to calculate option greeks using excel

Thanks man, better than my school.

thanks

thanks for that. Can you show how to calculate d1 and d2 in excel please.

So helpful! Very educational and easy to follow. Helping me with 3000 level Finance in College.

Great resource for Option traders

Very useful, thanks

yes sir. when you do penny stock trading get good suggestions from professionals is the wise idea. be mature and do this, my father making lots from penny stocks with the help of these professionals. have a try and make the most of them :) -> bit.ly/199aXXo?=qhvydj

very gud

Gracias!

This is exactly what i need for my university course thanks for helping out

The file is been removed! Where i can find the xls file? Thnx!!!

@bigbabbys yea it is

thanks a lot for sharing, bro

How you calculate the greek values?

In your equation for C, shouldn't S be multiplied by e^-qT to take account of dividends? In this case it works out, because you're discussing a case in which the dividend yield is assumed to be 0 (thus making e^-qT = 1), but since you show the place of q in d1 it seems like it would make sense to represent the place of q in C as well, for consistency's sake. Thanks for the vids, btw. Love 'em.

hi just wondering if i want to calculate the number of days , do I take 365 days or 250

Thank you so much!!!!

@jawadalishe no, one thing is the call option and another is the put option. The call option is the right to buy and specific asset in the future(0.5 years, 6 months for specific price (K)). So, if the spot price(So), is higher than K, you should exercise the call option. The put option is the same, but you should exercise it if K is higher than So. And the volatility is the standar deviation of the asset. The volatility should be per year

@lmospina42 so if the call option is high then investor call or put it.. And what does it means volatility...

@jawadalishe no it calculate the value of the call or the put. The important thing is thtat they assume that the price move infinte times.

@lmospina42 what does this model do (Black Scholes). Does it predict the values of stocks or what.

i prefer to use Derivagem from hull

You can find link to the XLS in the description field directly below the video. Thanks!

Really helpful.. thanks a lot. It confirmed my excel sheet :P T remains constant for different dates of one option right? I mean, the value to use for T at initiation is the same T to use halfway through the life of the option... right? example: a euro call is created which expires in 1 year.. if we wanted to value this option 6 months from now, is the T value to use still 1? Thanks

no it doesnt dumbass