Using the information in the table below, derive your best estimate of the price of the put option, if at the same time the index level increases to 255 from 250, and the volatility increases to 14% from 10%. Assume that the changes happen instantaneously after the computation of the price and sensitivities given in the table below (no time decay). Underlying Type Index Index Level 250.00 Volatility (% per year): | 10 00% Risk-Free Rate (% per year):- 200% 1.00% Drndend Yield (% per yer) Option Type Imply Vobtilty Black-Scholes European Life (Years):| 05000| 250.00 Put Strike Price: Cal Calculate Results: Price: 6.3953881 Delta (per S) 0 4554818 Gamma (per $ per S): 00223291 Vega (per 96) 1 0 697 7835 Theta (per day) -0 0156472 Rho (per %) 1-0 601 3292 Using the information in the table below, derive your best estimate of the price of the put option, if at the same time the index level increases to 255 from 250, and the volatility increases to 14% from 10%. Assume that the changes happen instantaneously after the computation of the price and sensitivities given in the table below (no time decay). Underlying Type Index Index Level 250.00 Volatility (% per year): | 10 00% Risk-Free Rate (% per year):- 200% 1.00% Drndend Yield (% per yer) Option Type Imply Vobtilty Black-Scholes European Life (Years):| 05000| 250.00 Put Strike Price: Cal Calculate Results: Price: 6.3953881 Delta (per S) 0 4554818 Gamma (per $ per S): 00223291 Vega (per 96) 1 0 697 7835 Theta (per day) -0 0156472 Rho (per %) 1-0 601 3292