What are the deltas of a call option and a put option with the following characteristics? $($A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to $4$ decimal places, e$.$g$.,\mathrm{.}1616.)$

Stock price $=$ $$50$

Exercise price $=$ $$50$

Risk$-$free rate $=4\mathrm{.}4\%$ per year, compounded continuously

Maturity $=9$ months

Standard deviation $=65\%$ per year