72 Notation European call C: American Call option option price price p: European put P: American Put option option price prIce So: Stock price today ST: Stock price at time T X: Strike price D: Present value of T: Life of option dividends during options :Motl波动率)ofe stock price r: Risk-free rate for maturity T with cont comp Options, Futures, and Other Derivatives, 4th edition@ 2000 by John C. Hull Tang Yincai, Shanghai Normal UniversityOptions, Futures, and Other Derivatives, 4th edition © 2000 by John C. Hull Tang Yincai, Shanghai Normal University 7.2 Notation • c : European call option price • p : European put option price • S0 : Stock price today • X : Strike price • T : Life of option • : Volatility(波动率) of stock price • C : American Call option price • P : American Put option price • ST :Stock price at time T • D : Present value of dividends during option’s life • r : Risk-free rate for maturity T with cont comp