S30AAF Example Program Results Black-Scholes-Merton formula European Call : Spot = 55.0000 Volatility = 0.3000 Rate = 0.1000 Dividend = 0.0000 Strike Expiry Option Price 58.0000 0.7000 5.9198 58.0000 0.8000 6.5506 60.0000 0.7000 5.0809 60.0000 0.8000 5.6992 62.0000 0.7000 4.3389 62.0000 0.8000 4.9379