Optionscope

[Marco Guglielmo <mgugliel@xxxxxxxxxxxxxxxx>]

Hi to the list;

I am trying to calculate implied volatility of MIBO option based over  
the italian MIB30 stock index. This type of options is european style.
If I introduce in optionscope the MIB 30 index value  of 23484 points, a 
strike price of 22000, expiring month oct97 and the call option price of 
1789 italian lire and an interest rate of 7% I am not able to get as 
output the related implied volatility as well as the greeks variable.
May somebody help me to solve the problem?

Thanks a lot in advance

Rgds

Marco Guglielmo
(Turin,Italy)