BS_price = function(St, K, r, T, t, sigma) { d1 = (log(St/K) + (r + (sigma^2)/2) * (T-t))/(sigma * (T-t) ^ 0.5) d2 = d1 - sigma * (T-t)^0.5 call = pnorm(d1) * St - pnorm(d2) * K * 2.73^(r*(t-T)) print (call) } BS_price(11377.75, 10000, 0.06, 38/365, 0, 0.05)