[R-SIG-Finance] RQuantLib - Options value at maturity

[Pedro Baltazar]

Hello,

why this package gives the value zero, and not (underlying - strike) =
50, at maturity?

> EuropeanOption("call", underlying=150, strike=100, dividendYield=0.00, riskFreeRate=0.03, maturity=0.0,volatility=0.2)
Concise summary of valuation for EuropeanOption
 value  delta  gamma   vega  theta    rho divRho
     0      0      0      0      0      0      0

Thanks

-- 
Pedro Baltazar