K = 60
r = 0.1
T = 5/12
sigma = 0.2

S0 = K * exp(-r*T)
print(S0)

C0 = S0*sigma*sqrt(T)/sqrt(2*pi)
print(C0)

Delta0 = 1/2 + sigma*sqrt(T)/(2*sqrt(2*pi))
print(Delta0)

S = 62
C = C0 + Delta0 * (S - S0)
print(C)