European Options
American and Exotic Options
Implied Volatility
About
Inputs
Exotic Type
American
Asian
Digital
Lookback
Barrier
Option Type
Call
Put
Asset Price
Strike Price
Time to Maturity (years)
Volatility
Risk-Free Rate
American and Exotic Options
Calculate prices using Binomial Tree and Monte Carlo simulation.
American Call
Option Value
$
10.23
Asset Price
$100
Strike Price
$100
Time to Maturity
1 years
Volatility
20.0%
Risk-Free Rate
4.6%