Because maturity is 0, your option does not exist. 


Kind regards,-- 
Dominykas Grigonis


On Thursday, 17 April 2014 at 13:54, Pedro Baltazar wrote:

> 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
> 
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