The　aim　of　the　paper　is　to　simulate　a　winning　Nobel　Prize　formula:　Black-Scholes　model,　the　instrument　of　scatter　simulation　is　Eviews　3.1,　the　paper　simulate　the　following　variables　in　the　Black-Scholes　Model:　the　European　Call　Options　Price　Simulation　to　The　Exercise　Price　X;　the　European　Call　Options　Price　Simulation　to　The　Risk-Free　Rate　rc;　the　European　Call　Options　Price　Simulation　to　The　Standard　Deviation　s;　the　European　Call　Options　Price　Simulation　to　The　Time　to　Expiration　T.　The　paper　attests　the　following　characters　by　simulation:　(1)　let　X　increase　then　CP　decreases;　(2)　let　r　c　increase　then　CP　increases;　(3)　let　s　decrease,　then　CP　decreases,　at　the　same　time,　the　CP　increase　when　X　decrease;　(4)　let　T　decrease,　then　CP　decreases.