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Black-Scholes (1973) Option Pricing Formula

Calculates Call & Put values using the Black-Scholes option pricing formula.

Inputs
The price of the underlying stock (S), the strike price (x), the continuously compounded risk free interest rate (r), the time in years until the expiration of the option (t), the implied volatility for the underlying stock (v), the standard normal cumulative distribution function (CND).

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