RQuantLib - Options value at maturity
Hello, why this package gives the value zero, and not (underlying - strike) = 50, at maturity?
EuropeanOption("call", underlying=150, strike=100, dividendYield=0.00, riskFreeRate=0.03, maturity=0.0,volatility=0.2)
Concise summary of valuation for EuropeanOption
value delta gamma vega theta rho divRho
0 0 0 0 0 0 0
Thanks
Pedro Baltazar