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bwBASIC
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ChipMaster's bwBASIC This also includes history going back to v2.10. *WARN* some binary files might have been corrupted by CRLF.
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bwBASIC/T80A/BLACKSH.run

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  1. THIS PROGRAM WILL GIVE THE VALUE OF A CALL OPTION VIA THE                       

  2. BLACK SCHOLES OPTION VALUATION FORMULA. NECESSARY INPUT                         

  3. CONSISTS OF PRESENT STOCK PRICE, EXERCISE PRICE OF THE                          

  4. OPTION,INTEREST RATE,# OF DAYS TO EXPIRATION OF THE OPTION                      

  5. AND STOCK VOLATILITY. OUTPUT IS THE VALUE OF THE OPTION                         

  6. AND THE HEDGE RATIO.                                                            

  7.                                                                                 

  8. PRESS ENTER TO CONTINUE?                                                        

  9. STOCK PRICE,EXERCISE PR.,INT.RATE(%),DAYS TO EXP,VOLATILITY(%)                  

  10. ? 12.34,45.67,5,39,7                                                            

  11.                                                                                 

  12. ARE OPTIONS PUTS(P) OR CALLS(C)? P                                              

  13. ST.PR.   EX.PR.    INT.RT.   D.T.EXP.     VOL.    VALUE  HEDGE                  

  14.                                                                                 

  15.  12.34    45.67      0.05       39        0.07   33.09   1.00                   

  16.                                                                                 

  17. PRESS ENTER FOR MORE? -1