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ABCDEFGHIJKLMNOPQRSTUVWXYZ
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Stock42.00
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Exercise40.00
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Rate5%
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Sigma20%
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Time0.5
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d_10.5925
=(LN(Stock/Exercise) + (Rate + (Sigma^2)/2) * Time) / (Sigma * SQRT(Time))
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d_20.4511
=(LN(Stock/Exercise) + (Rate - (Sigma^2)/2) * Time) / (Sigma * SQRT(Time))
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Nd_10.7232
=NORMSDIST(d_1)
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Nd_20.6740
=NORMSDIST(d_2)
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Nminusd_10.2768
=NORMSDIST(-d_1)
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Nminusd_20.3260
=NORMSDIST(-d_2)
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Call4.08
=Stock*Nd_1-Exercise*EXP(-Rate*Time)*Nd_2
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Put1.09
=Exercise*EXP(-Rate*Time)*Nminusd_2-Stock*Nminusd_1
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Custom functions
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Nd_1#NAME?
=xlfNormSDist(d_1)
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Nd_2#NAME?
=xlfNormSDist(d_2)
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Nminusd_1#NAME?
=xlfNormSDist(-d_1)
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Nminusd_2#NAME?
=xlfNormSDist(-d_2)
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Call#NAME?
=xlfBSCall(Stock,Exercise,Rate,Sigma,Time)
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Put#NAME?
=xlfBSPut(Stock,Exercise,Rate,Sigma,Time)
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Call "c"#NAME?
=xlfBSOption(Stock,Exercise,Rate,Sigma,Time, "c")
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Put ""#NAME?
=xlfBSOption(Stock,Exercise,Rate,Sigma,Time)
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-0.30.3820885778
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-0.3#NAME?
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