So when using this method to price exotic options , it's stated that we need to calculate the vanna (how vega changes with respect to change in spot prices) of the exotic option and the volga ( how vega changes with respect to change in implied vol) of the exotic option. How on earth we would do that? Cause to calculate these 2 parameters we would need the price of the exotic option in the first place? The method that I'm referring to can be seen in these images (taken from Pricing and Hedging Financial Derivatives A Guide for Practitioners by Leonardo Marroni and Irene Perdomo) : https://ibb.co/0y9M4sh and https://ibb.co/sqtYrvk
Some help would be greatly appreciated!