Runtime Error 6 - Overflow

I am currently trying to develop a code for calculating the value of an asian option using a binomial tree... In running the macro I get a run-time error 6 - overflow message. I have put the code below. note that the code is still under construction - in order to check it I have put in some hard-coded figures. Of course, these should be calculated in the model eventually. The bug is in calculating the "InterO1" value ...

Sub bereken_asian_call()
sig = Sheets("Sheet1"). Range("B1").Value
T = Sheets("Sheet1").Range("B2").Value
N = Sheets("Sheet1").Range("B3").Value
r = Sheets("Sheet1").Range("B7").Value
div = Sheets("Sheet1").Range("B8").Value
S = Sheets("Sheet1").Range("B12").Value
K = Sheets("sheet1").Range("b13").Value
alpha = Sheets("Sheet1").Range("B14").Value
Dim St() As Double
Dim F() As Double
Dim O() As Double
Dim NewAv1() As Double
Dim NewAv2() As Double
Dim Ffut1() As Double
Dim Ffut2() As Double
Dim Ffut3() As Double
Dim Ffut4() As Double
Dim den1() As Double
Dim den2() As Double
Dim InterO1() As Double
Dim InterO2() As Double
dt = T / N
u = Exp(sig * Sqr(dt))
d = 1 / u
pu = (Exp(dt * r) - d) / (u - d)................