Bjerksund-Stensland Option Calculator
Print input data in the plots.
Input variables
Input values
Output
Call Option
Put Option
Underlying price:
Option value:
Strike price:
Delta:
Time to maturity (days):
Gamma:
Interest rate (%):
Vega:
Cost of carry (%):
Theta:
Volatility (%):
Graphics:
I
If you have additional suggestions you would like to see on this page please send me a note to
jan.roman@prosoftware.se
.
