Specifically, suppose that output yi is produced using labor Li and capital Ki, with the production function yi=Aif(Li,Ki), where Ai is a measure of Hick's neutral technological progress. Log(dblStock / dblStrike) + (dblInterestRate + _ (dblSigma ^ 2) / 2) * dblTime) / _ (dblSigma * Math. 1% of the trade value depending on the number of shares executed.