What are the deltas of a call option and a put option with the following characteristics? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your final answers to 4 decimal places (e.g., 32.1616).)

Stock price	=	$51
Exercise price	=	$50
Risk-free rate	=	3.1% per year, compounded continuously
Maturity	=	8 months
Standard deviation	=	55% per year