excel vba financial derivatives
choles Formula Overview The formula for a European call option is: \[ C = S_0 \cdot N(d_1) - K \cdot e^{-rT} \cdot N(d_2) \] where: \( C \): Call option price \( S_0 \): Current price of the underlying asset \( K \): Strike price \( T \): Time to expiration in years