How to compute greeks for option pricing in Montecarlo Simulation

I have to complete an assignment in Rstudio but I'm pretty new to it:

Compute the first order greeks (delta, vega, theta, rho, lambda, epsilon) for a plain vanilla European option using R.

I have generated the code to price the option both with Montecarlo and Binary Tree, but I have no idea how to proceed. On the internet, I found codes to generate the Greeks with the Black-Scholes model, but it's not exactly what I'm looking for.

My teacher suggested doing it with the definition of derivative.

Could someone help me?

I think you need to make your question much more specific. What have you done thus far? What is your problem (be specific)? Also, take a look at the homework policy: FAQ: Homework Policy

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