Consider a put option on a non$-$dividend$-$paying stock when the stock price is $$40,$ the strike price is $$42,$ the risk$-$free interest rate is $2\%,$ the volatility is $25\%$ per annum, and the time to maturity is three months. Use DerivaGem to determine the following:

Figure $10\mathrm{.}7$ Variation of price of a European put option with the stock price.