Black & schole model

Dhanashre (Costing) (181 Points)

24 September 2012  

Dear All,

Please guide how to calculate the value of N(d1) in following example -
 

Number of S.D. from Mean,                    (z) Area of the left or right (one tail)
0.25 0.4013
0.3 0.3821
0.55 0.2912
0.6 0.2578


Price of stock now = Rs.80
Exercise price = Rs.75
Standard deviation of continuously compounded annual
return = 0.40
Maturity period = 6 months
Annual interest rate = 12%

d1 = 0.5187
If the value of N(d1) is not given, How to calculate value of N(d1) ?