3000.00
3100.00
3200.00
3300.00
3400.00
3500.00
3600.00
3700.00
3800.00
3900.00
4000.00
4100.00



Asset = September CAC Index Futures Options strike prices 
Price of the Underlying = 3569.14 (Close)
Days to Expiry = 135
Date = 18/05/04
Source: LIFFE
Risk free rate = 0.0203
Number of Prices = 12
