Problem 7 Using the information in the table below, derive your best estimate of the price of the call option if the underlying share price decreases from 30 to 28. Assume that the changes happen instantaneously after the computation of the price and sensitivities given in the table below (no time decay). Option Data Option Type: Black-Scholes - European Imply Volatility 15 16 17 18 19 20 21 22 23 Put Time to Exercise: Exercise Price: 0.1000 30.00 Call 24 25 26 27 28 29 30 31 Price: 0.7707543 Delta (per $): 0.5183978 Gamma (per $ per $): 0.2098147 Vega (per %): 0.0377666 Theta (per day): -0.0107309 Rho (per %): 0.0147812