Black Scholes valuation calculator
The Black Scholes equation is a well known formula for calculating the theoretical value of an option based on a few parameters.
The theory behind the maths does involve a few assumptions, which can be more or less appropriate depending on the stock in question, structure of the option, and market conditions. That means this is not a perfectly accurate calculation, but can provide a useful indicative value.
- Options themselves are non-dividend bearing, and therefore will only be exercised at time of Exit.
- Taxation is not taken into account.
- Leaver provisions are not taken into account.