AL
PORTFOLIO
UNIVERSITY PROJECT
ABOUT
Options Pricer
Parameters
Option Type
Call
Put
Pricing Model
Black-Scholes
Binomial Tree
Spot Price (S)
Strike Price (K)
Time to Expiry (years)
Risk-Free Rate (r)
Volatility (σ)
Dividend Yield
Tree Steps
Calculate Price
Results
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Option Value:
-
Sensitivity Analysis
Min. Spot Price
Min. Volatility
10.00%
Max. Spot Price
Max. Volatility
30.00%
Generate Heatmap