Evaluate
skewness
-
1
kurtosis
4
volatility
0
.
15
time
to
expiry
0
.
25
-
20
-
10
0
10
20
moneyness
in
%
2
4
6
8
10
12
14
call
option
value
Black
-
Scholes
Corrected
Black
-
Scholes
