Ok, I've tracked down to this values and got following error:

> Type <- 'put'
> Strike <- 335
> Expiry <- 0.4
> Price <- 257
> Value <- 78.7
> Volatility<- 0.03
> Dividend <- 0.02
> RiskFree <- 0.01
> Vol <- AmericanOptionImpliedVolatility(Type,Value,Price,Strike,Dividend,RiskFree,Expiry,Volatility)
Fehler in americanOptionImpliedVolatilityEngine(type, value, underlying, :
root not bracketed: f[1e-007,4] -> [1.047432e-002,1.953335e+002]


Since Price+Value (257+78,7) is bigger than Strike (335),
this code in contract.c doesn't prevent the crash (and should probably be improved):
Code:
if((c->Type&PUT) && Price+Value <= Strike) return 0.;



So it seems, the value is to small for this contract?
Which part should be improved, to prevent this sort of problem?