When code is finished all the variables are destroyed.

What are you trying to do here?
    BiCurrentStockPrice_TextBox.Value = S
    BiStrikePrice_TextBox.Value = X
    BiRisk_Free_Rate_TextBox.Value = r
    BiexpTime_TextBox.Value = T
    BiVolatility_TextBox.Value = sigma
    BiTimeSteps_TextBox.Value = n
That's putting the values of S, X, r, T, sigma and n into textboxes on the form.

Some of those variables aren't even declared, and all of them are empty.

If you are trying to put the values from the textboxes in the variables then it should be the other way round.
 S = BiCurrentStockPrice_TextBox.Value 
 X = BiStrikePrice_TextBox.Value 
 r = BiRisk_Free_Rate_TextBox.Value 
 T = BiexpTime_TextBox.Value 
 sigma = BiVolatility_TextBox.Value 
 n = BiTimeSteps_TextBox.Value