The current stock price of asset ABC is $52. You consider buying call or put options on that stock with a strike price of 55 and a time to expiry of 6 months. The term structure of interest rates is flat up to 1 year at 1%. The historic volatility is 18%, measured by the standard deviation, but your belief is that the volatility over the next 6 months will be higher and your expectations are 22%. Assuming normality what would be the value of the call and put option?