Overview: This demo application is used to calculate the fair value of an option or warrant using the Black-Scholes Option Pricing Model. Data is compiled from various sources during the calculation, including Yahoo Finance and the U.S. Department of Treasury.

Demo Limitations:

• Maximum of 3 tickers for volatility calculation
• Calculation speeds are slower than full version
• No calculation history available
• No Excel download functionality
• Results are not saved

You will need to provide the following inputs:

Expected Annualized Volatility: Enter comparable company tickers to calculate expected annualized volatility, or enter your own.
Fair Value: Enter the fair value of the underlying company's stock for which the options are granted.
Strike Price: Enter the strike price of the options/warrant in dollars.
Expected Termination: Enter the expected termination in years.
Valuation as of Date: Enter the valuation as of date.
Quantity of Options: Enter the quantity of options/warrants to value.

Note: For further details on each input, you can hover over the tooltip icons. In the full version, you can download the underlying data and results in a formatted Excel workbook.

If you need further assistance refer to our Help Center