Uses the Black-Scholes model to calculate the "rho" of a European call option struck at @strike on an asset with price @price.
(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @days_to_maturity the number of days to exercise, and @rate is the risk-free interest rate to the exercise date, in percent.
The returned value will be expressed as the rate of change of option value, per 100% change in @rate.