This calculator gives the risk neutral probability that a stock with the specified current price, and volatility, will be within the given price range at the specified date. The risk neutral probability is the assumption that the expected value of the stock price grows no faster than an investment at the risk free interest rate.
- Current Stock Price
- The value of the stock today.
- The annual volatility of the stock.
- Risk-free Interest Rate
- The continuously compounded risk-free interest rate for the same period as the probability calculation.
- The date for which the probability is calculated.
- Range lower/upper bound
- The stock price range for which you want to calculate the probability.
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