function  [C,P]=bscallput(sigma)

S = 112.3;
r = 0.02;
T = 1;
K = 110; 

d1 = ( log(S/K)+(r+sigma.^2/2)*T ) ./ (sigma*sqrt(T)) ; 
d2 = ( log(S/K)+(r-sigma.^2/2)*T ) ./ (sigma*sqrt(T)) ; 
C = normcdf(d1)*S - normcdf(d2)*K*exp(-r*T) ;
P = -normcdf(-d1)*S + normcdf(-d2)*K*exp(-r*T) ;

end