In[]:=
k=0.736;i=6.2/100;rt=0.25;T=3.0;sigma=0.3;S=116;r=5.58/100;delta=6/100;
In[]:=
d1=
Log
S
X
+r+
2
sigma
2
×T
sigma×
T
Out[]=
1.92450.3024+Log
116
X

In[]:=
d2=d1-sigma×
T
Out[]=
-0.519615+1.92450.3024+Log
116
X

In[]:=
(k×i×rt+(1-k)×i)×
-r

×(1-
-r×T

)
1-
-r

-CDF[NormalDistribution[0,1],-d2]-
ReplaceAll[D[CDF[NormalDistribution[0,1],x],x],{x->-d2}]
sigma×
T
+S×
ReplaceAll[D[CDF[NormalDistribution[0,1],x],x],{x->-d1}]
sigma×
T
×
1
X
-(1-k)×(
T
(1+delta)
-1)×
-r×T

Out[]=
0.0319508-0.767765
-
1
2
2
0.519615-1.92450.3024+Log
116
X


+
89.0607
-1.85185
2
0.3024+Log
116
X


X
-
1
2
Erfc
-0.519615+1.92450.3024+Log
116
X

2

In[]:=
NSolve[%0,X]
Out[]=
NSolve0.0319508-0.767765
-
1
2
2
0.519615-1.92450.3024+Log
116
X


+
89.0607
-1.85185
2
0.3024+Log
116
X


X
-
1
2
Erfc
-0.519615+1.92450.3024+Log
116
X

2
0,X