Table 4: Call option , , , , and .

Parameters Exact formula Approximation HW
Price Price Error Price Error

0.25 2.6404164 2.6404455 2.6401025
1 5.5191736 5.5194053 5.5166821
2.5 9.1446125 9.1455159 9.1349142
5 13.5553379 13.5578351 13.5286009