Value and all Greeks of a European call option :

FinancialDerivative[{"European","Call"},{"StrikePrice"->50.00,"Expiration"->1},{"InterestRate"->0.1,"Volatility"->0.5,"CurrentPrice"->50,"Dividend"->0.05},{"Value","Greeks"}]

Compute the value given an expiration date of the contract :

FinancialDerivative[{"European","Call"},{"StrikePrice"->50.00,"Expiration"->DatePlus[Take[DateList[],3],365]},{"InterestRate"->0.1,"Volatility"->0.5,"CurrentPrice"->50,"Dividend"->0.05}]