Black-Scholes (European put and call options) C Theoretical call premium (non-dividend paying stock) c = sn(d1) - ke^(-rt)N(d2) d1 = ln(s/k) + (r + s^2/2)t d2 = d1- st^1/2 v = stock value k = Stock strike price s = Spot price t = time to expire in years r = risk free rate v = volitilaty (sigma) e ma
(s, k, t, r, v float64, putcall string)
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