Question: Use below-given dataset: Stock Price 20 Exercise Price 32 Time to Maturity in years 1 Risk Free Rate 8% Volatility 30% A) Calculate Call and

Use below-given dataset:
Stock Price 20
Exercise Price 32
Time to Maturity in years 1
Risk Free Rate 8%
Volatility 30%
A) Calculate Call and Put Price. (2.5+2.5=5)
Greeks are given below:
Call Put
Delta 0.1251 -0.8749
Gamma 0.0343 0.0343
Theta -0.0022 0.0043
Vega 0.0412 0.0412
Rho 0.0217 -0.2737
B) Interpret the GREEKS in detail. (3*5=15)

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