Question: Calculate the Greeks for a call and a put using the following data. For precision, use Excel (add the Greeks to your existing BSM spreadsheet).

Calculate the Greeks for a call and a put using the following data. For precision, use Excel (add the Greeks to your existing BSM spreadsheet). For pi you can use 3.1416. Round your answers to four decimals. S420X440rf3.00%T0.5000Volatility (s)45.00%

Call:

Delta

Gamma

Vega

Theta

Rho

Put:

Delta

Gamma

Vega

Theta

Rho

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