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TSLA stock price is currently at $800. The 6-month $1000-strike European call option on TSLA has a delta of 0.46. N(D2) of the option is

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TSLA stock price is currently at $800. The 6-month $1000-strike European call option on TSLA has a delta of 0.46. N(D2) of the option is 0.26. TSLA does not pay dividend. Continuously compounding interest rate is 5%. Compute the Black-Merton-Scholes value of the TSLA European put option at the same strike and expiry

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