[R-SIG-Finance] AON corporation option pricing

[zazzo89]

hi,
i wanna check the price of AON options traded on market using B&S.  i wanna
demonstrate that this model doesnt work, so that the vaule of the call/put
given by the model is not the same one traded on the market.

i've taken all the information from 
http://www.nasdaq.com/aspxcontent/options2.aspxsymbol=AON&selected=AON&qm_page=45689&qm_symbol=AOn

the option has an exipiration date on 2012 june 16. call price = $3.22 and
put price = $0.35
so if i'm not wrong:

K = 45
So = 46.14 -> last quotation of 2012 may 17
T = 22/252 -> from 2012 may 17 to 2012 june 15
r = 0.10 -> T bill 3 months
i've calculated the (historical) volatility  from 2010 to all 2011, so 2
years and the result given by R is 0.2394337

Can i use these data for B&S model with R code??
thanks a lot,
bye bye



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