Black-Scholes Option Pricing in Excel

Implementation of the Black-Scholes Option Pricing model in Excel.
I apologise for missing to multiply the second term of the numerator in d1 by time T (don’t forget like I did).

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[toddnoseworthy]

Your formula shows that (r+(sigma^2)/2) is multiplied by T. It seems you forgot to do this in the calculation of d1.

[CosmicBarrilet]

thanks bro, from Argentina...usefull for a just starter here...!!

[taktischekartoffel]

Why did you leave off the multiplication of T off the D1 equation?

[amirisma]

If I want to do that for a crypto which r to use

[puneethgb]

why am i getting negative price for call option

[scientificapproach]

Is is possible to calculate the option Greeks, with just the following inputs: Interest rate, underlying price, strike price, time to exp, option price?
If it is possible can you please make a video showing how to do this in Excel. Thank you in advance!
The reason I would really like this is because my different trading brokers all display the same option prices but their Greeks are different.

[nguyenchuyen]

why mean = 0 and stdev = 1? stdev caculated in volatility

[imrankayani]

On nominator "T" is not multiplied

[seeker]

Great video,

Just curious do you need to have an MS or PhD in order to calculate or understand these complex equations? Were you self taught?

I love the combination of statistics and programming but I find that my math is limiting, although I do have a undergrad degree in STEM which helps a bit. I love the field of quant but I understand that I need to understand the core principles of these models before automating them through the use of code, in case of unforeseen errors.

Any helpful tips or advice is greatly appreciated. Thank you!

[vargasss]

Your d1 calculation does not match with the formula