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price of a European call option = SoN(da) - Ke 'T N(dz), price of a European put option = -S,N(-da) + Ke-IT N(-d2). It can

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price of a European call option = SoN(da) - Ke 'T N(dz), price of a European put option = -S,N(-da) + Ke-IT N(-d2). It can be shown that Acall =N(da), Aput =N(di) - 1. Exercise: Verify the above formulas for Acall and Aput

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