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Black Scholes Option Pricing   Continuous Dividend
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Black Scholes Option Pricing Continuous Dividend

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  • 1. BLACK SCHOLES OPTION PRICING Continuous Dividend Inputs Stock Price Now (Ps) $102.50 Standard Dev - Annual (σ) 86.07% Riskfree Rate - Annual (R) 5.47% Exercise Price (E) $100.00 Time To Maturity - Years (T) 0.3556 Dividend yield (d) 3.00% Outputs d1 0.322 d2 -0.191 N(d1) 0.626 N(d2) 0.424 Call Price (Vc) $21.91 -d1 -0.322 -d2 0.191 N(-d1) 0.374 N(-d2) 0.576 Put Price (Pp) $18.57

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