Use Black-Scholes-Merton model to value the following options:

A stock is trading at 49. Its return volatility is 30% per annum. The risk-free rate is 5%. A three-month European call option with strike price 50 is worth _______.

A stock is trading at 49. Its return volatility is 30% per annum. The risk-free rate is 5%. A six-month European put option with strike price 50 is worth _______.