Price an American call option with spot stock price S0 = 100, Strike K = 100, time to maturity T = 1 year, risk free interest rate r = 2%, continuous dividend yield q = 8%, volatility = 35% using a 100 step CRR binomial tree. Also calculate delta, gamma, theta, vega and rho.

(hint: one can use the BSM formula and the analytic expression of greeks for European option, and two step binomial tree to test ones program)