This calculator uses the Black-Scholes option pricing model to calculate the fair value of a call option. To use the calculator please complete the input fields in the calculator below.
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Input
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Definition
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Stock Price
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The price of the underlying stock
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Exercise Price
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The price at which the stock can be purchased
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Time to Expiration
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The time to expiration expressed in years
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Volatility
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The annualized volatility of the underlying stock
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Interest Rate
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The risk-free interest rate expressed as a percentage
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Yield Rate
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The dividend yield expressed as a percentage
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Resources
White Papers about ASC 718 Valuation
ESO Valuation using Lattice Model
About Montgomery Investment Technology, Inc.
The trusted professionals at Montgomery Investment Technology, Inc. are industry leaders specializing in the valuation of options and derivative securities. They deliver software applications, valuation consulting services and training seminars. Empsight partners with Montgomery Investment Technology in valuing long term incentives and providing training for our clients, leveraging their state-of-the-art technology and advanced valuation techniques.
