Black Scholes Options Pricing Model in R

The Black Scholes model estimates the value of a European call or put option by using the following parameters:

1_S = Stock Price_
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3_K = Strike Price at Expiration_ 
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5_r = Risk-free Interest Rate_
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7_T = Time to Expiration_
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9_sig = Volatility of the Underlying asset_
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Using R, we can write a function to compute the option price once we have the values of these 5 parameters. The BlackScholes function takes these parameters and returns the value of the call or put option.