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XYZ Ltd. is currently trading at Rs. 190 with call options expiring December. The annualized volatility of the stock is 20% and the return on treasury bills is 8% p.a. With a time to expiration of 30 days and strike price of Rs. 180, compute for the call option - (a) Value using Black-Scholes Model, (b) Gamma, (c) Theta, (d) Rho and (e) Vega. Assume 250 trading days in a year and use the following relations- N'(d,) So T-1 - SN'(d)o 27-1 de (T 1) N (d ) P = X(T-1)e-N(d) where N'(x) = P = -X (T-1)e-(-)N(-d) SN'(d)o U = S T-1 N'(d) P 27-1 Comment on the results. I 27 2 Xer(1. S 1-D) N (-4) XYZ Ltd. is currently trading at Rs. 190 with call options expiring December. The annualized volatility of the stock is 20% and the return on treasury bills is 8% p.a. With a time to expiration of 30 days and strike price of Rs. 180, compute for the call option - (a) Value using Black-Scholes Model, (b) Gamma, (c) Theta, (d) Rho and (e) Vega. Assume 250 trading days in a year and use the following relations- N'(d,) So T-1 - SN'(d)o 27-1 de (T 1) N (d ) P = X(T-1)e-N(d) where N'(x) = P = -X (T-1)e-(-)N(-d) SN'(d)o U = S T-1 N'(d) P 27-1 Comment on the results. I 27 2 Xer(1. S 1-D) N (-4)