The following information is given about options on the stock of a certain company. S0 80.00 X 95.00 T 0.18 r 0.16 0.95 assume no

Dividends, what is the Theoretical value of this call option using the

Black-Scholes model

Using the information above, if we assume that the Ex-dividends day is 20 day and the stock will pay $1.25 as dividends what will be the Theoretical Fair Value of the option

using the information above what is the Delta of this option (using the price after adjusting for dividends)

what about the Gamma (using the price after adjusting for Dividends )