### parametros ###

stock=27.2
 sigma=0.3
 strike= 28.5
 TTM=38/252
 rf=0.05

 ### BLACK-SCHOLES ####

d1<-(log(stock/strike)+(rf+0.5*sigma^2)*TTM)/(sigma*sqrt(TTM))
 d2<-d1-(sigma*sqrt(TTM))

 ### call ###

 BS.call<-stock*pnorm(d1,mean=0,sd=1)-strike*exp(-rf*TTM)*pnorm(d2,mean=0,sd=1)
BS.call

### put ###
  BS.put<-BS.call-stock+strike*exp(-rf*TTM)
 BS.put