$K=3360,S_0=3360,r=0.0184,d=0,T=1,N_T=365,\Delta T=1/365$

K

n_sims

Price

Conf. Interval

Std. err.

K

5000

899.3813

8.77E+02

922.1173

11.60019

2 - 6

10,000

906.6053

8.90E+02

922.7656

8.245209

2 - 6

25,000

921.661

9.11E+02

931.9579

5.253646

2 - 6

50,000

916.8835

9.10E+02

924.2061

3.736083

2 - 6

75,000

913.4856

9.12E+02

915.3689

0.960917

2 - 6

100,000

914.6806

9.10E+02

919.7978

2.610904

2 - 6

200,000

915.2851

9.12E+02

918.9344

1.861899