Consider Theta of a plain vanilla European put option. Consider that a six months put on a non$-$dividend paying asset with lognormal distribution with volatility $30\%.$ Assume that the risk$-$free interest rates are constant at $3\%.$ Use Newton's method to find the largest value of $($S$)/($K$)($i$.$e$.$ the moneyness of the option$)$ such that Theta$($P$)>=0.$ Solve the exercise by using programming language $($Python$),$ and provide specific answer.