As KSharp points out, your function is the PDF of the normal distribution. The PDF function is one of several built-in functions for working with probability distributions, so you can just call the PDF function directly. You can call it from the DATA step or from PROC IML:
data Want;
do x = -0.1 to 0.1 by 0.1;
y = pdf("Normal", x); /* default is u=0, s=1 */
output;
end;
run;
proc print; run;
proc iml;
x = {-0.1, 0, 0.1};
y = pdf("Normal", x); /* default is u=0, s=1 */
print x y;
If the goal of the exercise is to define a SAS/IML function module. see the article "Everything you wanted to know about writing SAS/IML modules." which discusses how to define functions and how to define default arguments.
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