Calculate the Greeks for a call and a put using the following data. For precision, use Excel (add the Greeks to your existing BSM spreadsheet). For pi you can use 3.1416. Round your answers to four decimals.

S	306
X	295
rf	4%
T	0.125
Volatility (s)	45%

Need to fill in these:

Call:

Delta _______

Gamma _______

Vega ______

Theta _____

Rho _______

Put:

Delta _______

Gamma _______

Vega ______

Theta _____

Rho _______