## Black scholes, simulation parameters and basic imports
import matplotlib.pyplot as plt
import numpy as np


K = 100 # strike price
sigma = 0.4 # volatility in %
T = 1
r = 0
Smin = 50
Smax = 150
Nqubits = 4

#Define range of stock price
S = np.arange(Smin,Smax,5)

#Define the Payoff Function

def call_payoff(S,K):
    # TO DO
    pass

#Define the underlying strike price
K = 100

#Calculate the payoff for the option
payoff = call_payoff(S,K)

#Plot the Payoff Graph
fig, ax = plt.subplots()
ax.spines['bottom'].set_position('zero')
ax.plot(S, payoff, '--', color='g')
plt.xlabel('x')
plt.ylabel('Payoff')
plt.title('Call Option Payoff')
plt.show()

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