Calculate the greeks in hand for the long call option by using the Black-Scholes option of centered finite-difference approach with 1% shift for each variable. Shows the finite-difference approximation to the derivatives with given the Inputs-> Stock price=100, Strike=50, Volatility=0.39115, rate=0.1 and Time of expiry=1 And the outputs->

Output
d1	2.223
d2	1.832
Call=	54.962
Put=	0.204

Calculate the greeks on the right

as = , Vega = Rho (e ar = Theta at as = , Vega = Rho (e ar = Theta at