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Calculate the Greeks for a call and a put usingthe following data.For precision,use Excel (add the Greeks toyour existingBSMspreadsheet).Forpi you can use 3.1416.Round your answers

Calculate the Greeks for a call and a put usingthe following data.For precision,use Excel (add the Greeks toyour existingBSMspreadsheet).Forpi you can use 3.1416.Round your answers tofourdecimals.

S420X440r_f3.00%T0.5000Volatility (s)45.00%

Call:

Delta

Gamma

Vega

Theta

Rho

Put:

Delta

Gamma

Vega

Theta

Rho

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