Company $x$ has a yield of $10\%$ on their bonds, they are not expected to pay dividends in the next

$3$ years. Current prices of options to mature in $2$ years: $1$ Call with strike of $$121$ has a price of

$$8\mathrm{.}00,1$ put with a strike of $$121$ has a price of $$17\mathrm{.}07.$

What is the current value of $1$ puttable share.