BlackScholesPut function

Syntax

BlackScholesPut(Asset_Price, Strike_Price, Interest_Rate, Years, Volatility)

Description

Use the BlackScholesPut function to return the value of a put against an equity underlying according to the Black-Scholes equations.

Parameters

Parameter	Description
Asset_Price	The asset price. This parameter takes a decimal value.
Strike_Price	The strike price. This parameter takes a decimal value.
Interest_Rate	The risk-free interest rate. This parameter takes a decimal value.
Years	The number of years to option expiration. This parameter takes a number (decimal) value.
Volatility	The volatility of underlying. This parameter takes a decimal value.

Returns

A number representing the value of a call against an equity.