The current stock price is 100. It pays 5% continuous dividend yield. Its volatility is 25%. The risk free interest rate is 2.5% flat. Use the closed-form results from BSM theory to compute the price, delta, theta and vega for (round your numerical results to 4 decimal places)

a perpetual American style call option with strike 140. And Present the analytical expression of delta, theta and vega for the perpetual American call option.