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 using the techniques discussed in the lecture. (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)

For the problem above you may implement in Python. Present both your numerical answers and your code of implementation.