What is the price of a European put option on a non-dividend-paying stock when the stock price is $69, the strike price is $70, the risk-free interest rate is 5% per annum, the volatility is 35% per annum, and the time to maturity is six months?

For the solution,

I don't understand how to calculate N. Why N(0.0809)=0.5323. And why N(0.1666)=0.4338

can you tell me about that?

In this case S 69 K 70, r 0.05, o 0.35 and T 0.5 In(69 70) (0.05+ 0.35 /2) x 0.5 0.1666 0.35 0.5 d2 d -0.35 0.5 0.0809 The price of the European put is -0.05x0.5 N(0.0809)-69. 70e (-0.1666) -0.025 x 0.5323-69 0.4338 70e 6.40 or $6.40