8.2 Notation C: European call C: American Call option option price prIce P: European put P: American Put option option price price So: Stock price today T: Stock price at option °K: Strike price maturity ·T: Life of option D: Present value of Volatility of stock dividends during options ife orIce Risk-free rate for maturity T with cont comp Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 8.2 Notation • c : European call option price • p : European put option price • S0 : Stock price today • K : Strike price • T : Life of option • : Volatility of stock price • C : American Call option price • P : American Put option price • ST :Stock price at option maturity • D : Present value of dividends during option’s life • r : Risk-free rate for maturity T with cont comp