Template - Black-Scholes Option Value

Input Data
Stock Price now (P)
Exercise Price of Option (EX)
Number of periods to Exercise in years (t)
Compounded Risk-Free Interest Rate (rf)
Standard Deviation (annualized

50
50
5
3.66%
62.00%

Output Data
Present Value of Exercise Price (PV(EX))
*t^.5
d1
d2
Delta N(d1) Normal Cumulative Density Function
Bank Loan N(d2)*PV(EX)

41.6384
1.3864
0.8252
-0.5612
0.7954
11.9643

Value of Call
Value of Put

27.8040
19.4424