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  • What is it for: Calculates the theoretical price of an option using the Black-Scholes model.

  • How it works: It calculates the value of the option taking into account various factors such as the strike price, the time remaining and the volatility.

  • Calculation: Use the Black-Scholes model to determine the value of a call or put option.

  • Usage: Essential for options investors to determine whether an option is overvalued or undervalued.

  • Formula: Depends on the Black-Scholes model (combination of variables such as the current asset price, strike price, volatility, etc.)

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