A non-dividend paying stock is currently valued at $100. The option strike price is $100, the risk-free rate is 2%, and the stock volatility is 30%.A non-dividend paying stock is currently valued at $100. The option strike price is $100, the risk-free rate is 2% and the stock volatility is 30%.What is the 1-year Black Scholes put option price for this stock?What is the delta of this call option at time 0 (today)?