FFI Options

Black-Scholes and Greeks

Stock Price (S) = 100 $

Strike Price (K) = 100 $

Risk-Free Rate (r) = 0.0%

Dividend Yield (q) = 0.0%

Time to Maturity (τ) = 2.5 Years

Volatility (σ) = 40%

	Call Put
Premium	$	$
Premium (%)	%	%
Delta
Gamma
Vega
Theta
Rho

Drift (q-r)

0%

Fwd

100 $