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Hi Tipo, thank you for writing your question in the forum. I have tried to solve the problem, but i have problems too. My Solution: A) 0,6 * (2,33 * 0,18 * (1/sqrt(250)) * 120 = 1,9098 (VAR 99%, 1 day) B) here is my problem f = max (0, S(T) - K) => K = 114,80 But what has to be full revaluated...