TSLA stock price is currently at $600. The stock return has an annualized volatility (sigma) of 80%. The stock does not pay dividend and assume 5% continuously compounding interest rate. Compute the Black-Merton-Scholes value on a 6-month European call option on TSLA with a strike of $1000. (round to 0.01)

TSLA stock price is currently at $600. The $700-strike European TSLA call option expiring 6 months from now has a delta of 0.44. N(d2) of the option is 0.29. Assume a continuous compounding interest rate of 5% and no dividend. Compute the Black-Merton-Scholes value of the call option (round to 0.01

TSLA stock price is currently at $600. The $700-strike European TSLA call option expiring 6 months from now has a delta of 0.44. N(d2) of the option is 0.29. Assume a continuous compounding interest rate of 5% and no dividend. Compute the Black-Merton-Scholes value of the put option at the same strike and maturity (round to 0.01).