This is a tool that calculates the call and put prices of an Asian option, using geometric averaging. In addition, it calculates the first averaging point, the number of averaging points or the time between the averaging points, depending on which of the other two have been inputted.

For these option price calculations, it is necessary to supply the following compulsory information:

In addition, it is necessary to input two of the following pieces of averaging information, with the third being calculated:

Associated tool link: