Online Calculators

OptionsCalc

Black-Scholes is an easy tool that can calculate the fair value of an equity option based on the Black-Scholes (European), Whaley (Quadratic) and Binomial Models along with the Greek sensitivities.

Binomial is an easy tool that can calculate the fair value of an equity option based on the Black-Scholes (European), Whaley (Quadratic) and Binomial Models along with the Greek sensitivities.

Lattice ESO provides the fair value of an employee stock option using an exercise multiple factor.

CEV provides the theoretical value and risk sensitivities of an option using the CEV and CEV Futures models.

Forward Start provides the theoretical value, delta and gamma of an option using the Forward Start model.

Gram-Charlier provides the theoretical value and risk sensitivities of an option using the Gram-Charlier model.

Jump-Diffusion provides the theoretical value and risk sensitivities of an option using the Jump-Diffusion model.

Method of Lines provides the theoretical value and risk sensitivities of an option using the Method of Lines model.

ExoticsCalc

Barrier provides the theoretical value and risk sensitivities of Down & Out, Down & In, Up & Out, and Up & In options.

Spread calculates a spread option will have a payoff equal to the difference between the prices of two assets and a fixed exercise (strike) price.

FinCalc

ProbabilityCalc provides the probabilities to hit lower and higher targets at the end date and at different monitoring basis using Stratonovich or Ito assumption.

VolatilityCalc will easily import and calculate the historical volatility of any time series while also performing other statistical calculations of the data such as skewness, kurtosis and auto-correlation tests.

Learn more about our FinTools XL product that offers an extensive library of functions for financial professionals.