Option Price Calculator

ON-LINE Calculator for Options

This option price calculator shall help you to determine each option price given predefined parameters. In addition, we calculated possible option values including pay-off structures based on varying spot prices. If you have suggestions how to improve this calculator, please do not hesitate to contact us by e-mail: info@greinagmbh.ch.

Variable Explanation:

Spot Price: Current Market Price of the underlying
Strike Price: Price for which an Option can be called respectively put.
Maturity: the time till expiration. Choose the time till expiration in years.
Dividend yield: The annual dividend yield. Interest rate: Choose the Risk Free Rate corresponding to the maturity.
Implied volatility: The volatility which the market expects for the given maturity time. Choose volatility on an annual basis.