     NAME
               basop Black and Scholes option price calculator vers 1.2

              Copyright (C) 1999  Jan Mourer

      email: jan@panteltje.demon.nl
      snail mail:
      Jan Mourer
      Monnikebildtdijk 2
      9078 VE Oude Bildtzijl
      Holland

         This program is free software; you can redistribute it and/or modify
         it under the terms of the GNU General Public License as published by
         the Free Software Foundation; either version 2 of the License, or
         (at your option) any later version.

         This program is distributed in the hope that it will be useful,
         but WITHOUT ANY WARRANTY; without even the implied warranty of
         MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
         GNU General Public License for more details.

         You should have received a copy of the GNU General Public License
         along with this program; if not, write to the Free Software
         Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.

     Panteltje (c) basop vers 1.2 1999
                             Black and Scholes option price calculator.
     SYNOPSIS
     usage: basop [current_stock_price option_strike_price riskless_interest_rate
     expiration_month expiration_year expected_volatility]

     Any mail about this programs, to me, jan@panteltje.demon.nl
     If you modify or add things to it, feel free  to  bring  it  out  as  a  new
     program
     or contact me to work out a new version number.
     Mentioning basop as the source would be appreciated.
     DESCRIPTION
     This program calculates the value of a call and put using the Black and
     Scholes method.
     You can invoke it with just basop, it will ask you for the data.
     Or you can invoke it from the command line like for example:
     basop 92.00 95.00 .0712 oct 1999 .35
     where:
     92.00 is the current stock price
     95.00 is the option strike price,
     oct is the expiration month, only the first 3 characters of the month are
     compared, upper and lower case is treated the same, and Dutch  and  English
     language is supported.
     1999 is the expiration year, it MUST be 4 digits (or more....).
     You could use the C routines provided from within an other program.
     See text in basop for references and thanks.
     basop stands for Black And Scholes Option Program.
     J.