bs option pricing model ...

Hmmm... an Option Pricing Model is a desirable addition for every derivatives trader's toolbox.

For those trading Warrants, dependence on an Issuer's matrix is often a frustrating business.

I have uploaded a simple Black-Scholes Option Pricing Model to my website that can be downloaded into Excel.

The OPM contains a macro and it will be necessary to adjust macro security settings to Low to enable the download. (Tools>Macro>Security>Low)

To determine Implied Volatility (standard deviation) simply adjust the percentage until the known Option value is reached ...

To download click on link to BS Option Pricing Model and click Save ...


Cheers ...


This is only my view ... read the red stuff.