Consider a one-year European call option on a stock when the stock price is $30, the strike

Question:

Consider a one-year European call option on a stock when the stock price is $30, the is $30, the risk-free rate is 5%, and the volatility is 25% per annum. Use the DerivaGem software to calculate the price, delta, gamma, vega, theta, and rho of the option. Verify that delta is correct by changing the stock price to $30.1 and recomputing the option price. Verify that gamma is correct by recomputing the delta for the situation where the stock price is $30.1. Carry out similar calculations to verify that vega, theta, and rho are correct. Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity.