Imagine you are a financial consultant for a bank. The bank wants to sell three specific options and have asked you to price them. The bank have provided the following information:

the current value of the underlying asset is 100 maturity time is 18 months no dividends

The three options are:

1. Call with strike 100 2. Put with strike 100 3. Butterly-like option with a payoff at maturity time of (S) = exp (-((S 100)^2)/ 75), where S is the final value of the stock.

Price the option and provide a report to explain how the price has been computed

Sorry it's a typo. It should say butterfly