Black-scholes option pricing model

Black-Scholes Option Pricing Model investment & finance definition
A formula to calculate the value of European style options. The formula was introduced in 1973 by Fischer Black and Myron Scholes.

Black-Scholes Option Pricing Model: A model developed to estimate the market value of option contracts.

The formula for the Black-Scholes option pricing model is widely available in many books and publications. The original work by Black and Scholes was only done on equity call options.

Black-Scholes Option Pricing Model: This is a statistical formula developed to estimate the market value of a publicly traded stock option.
Block Trades: Large transactions of a particular stock sold as a unit.

Black-Scholes Option Pricing Model "A model used to calculate the value of an option, by considering the stock... blackout period An interval of up to 60 days during which employees may not adjust the investments...

Implied Volatility A key variable in most option pricing models, including the famous Black-Scholes Option Pricing Model. Other variables usually include: security price, strike price, risk-free rate of return and days to expiration.

The notion of the risk-free asset is a fundamental component of the capital asset pricing model, the Black-Scholes option pricing model, and modern portfolio theory, ...

VIX is constructed by using the Black-Scholes option pricing model to calculate implied volatilities for a number of stock index options. These are combined to create an overall measure of the market's expectations for near term volatility.

Black model, a variant of the Black-Scholes option pricing model.
Black Shoals, a financial art piece.
Brownian model of financial markets
Financial mathematics, which contains a list of related articles.

That call will be worth ~$21.10 (Black-Scholes option pricing model) at that time, with over a year and a half to expiration, and $20 of intrinsic value (i.e. difference between stock and strike price).
You also earn the written call premium in full.

Fair Values The theoretical prices generated by an option pricing model (i.e. , the Black-Scholes option pricing model).

See also: Option, Black-scholes, Model, Option pricing model, Black