| Parameters | Scenarios | ||
| A | B | C | |
| S | 100 | 100 | 100 |
| K | 100 | 100 | 100 |
| r | 10% | 10% | −0.301% |
| q | 10% | 0 | 0 |
| b | 0 | 10% | −0.301% |
| σ | 25% | 25% | 25% |
| T | 0.25 | 0.25 | 0.25 |