Function dOne(stock, exercise, time, interest, sigma)
 
    dOne = (Log(stock / exercise) + (interest + (sigma ^ 2) / 2) * time) / _
    (sigma * time)
 
End Function
 
Function dTwo(stock, exercise, time, interest, sigma)
 
    dTwo = dOne(stock, exercise, time, interest, sigma) - sigma * Sqr(time)
 
End Function
 
Function DeltaCall(stock, exercise, time, interest, sigma)
 
    DeltaCall = Application.NormSDist(dOne(stock, exercise, time, interest, _
      sigma))
 
End Function
 
Function normaldf(x)
 
    normaldf = Exp(-x ^ 2 / 2) / (Sqr(2 * Application.Pi()))
 
End Function
 
Function Gamma(stock, exercise, time, interest, sigma)
 
    Gamma = (normaldf(dOne(stock, exercise, time, interest, sigma))) / (stock * _
      sigma * Sqr(time))
 
End Function
 
Function Vega(stock, exercise, time, interest, sigma)
 
    Vega = stock * normaldf(dOne(stock, exercise, time, interest, sigma)) * Sqr( _
      time)
 
End Function
 
Function Theta(stock, exercise, time, interest, sigma)
 
    Theta = (-(stock * normaldf(dOne(stock, exercise, time, interest, sigma)) * _
      sigma) / _
    (2 * Sqr(time))) - interest * exercise * Exp(-interest * time) _
    * Application.NormSDist(dTwo(stock, exercise, time, interest, sigma))
 
End Function

Function mybs(stock, exercise, time, interest, sigma)
 
 
End Function