Bond Option Price Calculator – Fixed Income Tools – Multi-Tools

Bond Option Price Calculator

Calculate bond option prices using the Black-76 model. Analyze option Greeks, volatility impact, and risk metrics for fixed income derivatives.

Option Details
Type of option contract
Forward price of the underlying bond
Option strike price
Time until option expiration
Annual risk-free interest rate
Annual volatility of the underlying bond

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How to Use
  1. Select option type (Call/Put)
  2. Enter forward and strike prices
  3. Specify time to expiry and rates
  4. Input volatility estimate
  5. Click Calculate to analyze option

Key Terms:

  • • Black-76: Model for pricing bond options
  • • Greeks: Option sensitivity measures
  • • Volatility: Price variability measure
  • • Moneyness: Option’s profit potential

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