I am really confused on the usage of the greeks and the Black-Scholes model for option pricing. To gain some more understanding I am attempting to see if I can price a european call option under the following circumstances. If the underlying stock is currently selling for 70, the stock pays dividends continuously proportional to its price, the dividend yield is 3%, the continuously compound risk free interest rate is 7% and the option expires in 1 year. What would the price of a European call option with strike 85 that expires in one year and has a delta of 0.3 be? Is it possible to do this. The formula for the blackscholes pricing does not seem to account for yield.