nag_specfun_opt_binary_aon_greeks (s30cdc) Example Program Results Binary (Digital): Asset-or-Nothing European Put : Spot = 70.0000 Volatility = 0.1500 Rate = 0.0500 Dividend = 0.0300 Time to Expiry : 0.8000 Strike Price Delta Gamma Vega Theta Rho Rhoq 65.0000 15.7211 -1.9852 0.1422 83.6424 -4.2761 -123.7497 -111.1728 Vanna Charm Speed Colour Zomma Vomma 9.3479 -1.1351 0.0118 0.2316 -2.6319 -989.9610