Covered Call Writing: troubles with time loop and Monte Carlo Simulation

Dear Reader

My name is Nathalie. Due to my bachelor thesis i have to do a Monte Carlosimulation of a Covered Call Writing Strategy. I already was able to simulate the Call:

randn('stat',3)
K=100; r=0.1; sigma=0.4; T=1; S0=80; n=50; h=1/n; M=10000;  

%simultaneous creation of the Wiener-Process with M paths
dW=sqrt(h)*randn(n,M);

%simultaneous calculation of the equity prices of the underlying asset for m path
S=zeros(n+1,M);
S(1,:)=S0; %initial value
for i=1:n
S(i+1,:)=S(i,:).*(1+r*h+sigma*dW(i,:));
end

%simultaneous Calculation of the payoff
payoff=max(0,S(n+1,:)-k);

Well what I want to do know is to calculate the following:

(Price of the underlying asset at time x)-(call price at time x)

As the call price depends on the undelying asset price the value for the asset price Monte Carlo simulation needs to be the same for both parameter. However I do not know how I can do this.

Furthermore I am supposed to calculate the payoff weekly. Therefore I need to programm a loop with delta-time=1/52. Whereas the payoff of the call from week two depends from the values calculated in week 1.

Please, if anybody knows how to do this answer me. I am getting close to my dead line and am very desperate! Thank you for your help!!!

Greetings Nathalie