This is call and put options price calculator that uses the Black-Scholes model. The model helps to calculate the price of a European option based on the current stock and strike prices, risk-free interest rate, time to maturity and the expected volatility of the underlying asset price.

The underlying assumptions of the Black-Scholes model:

1. The underlying price follows a geometric lognormal diffusion process;
2. The risk-free rate is known and constant;
3. The volatility of the underlying asset is known and constant;
4. There are no taxes or transaction costs;
5. There are no cash flows on the underlying (e.g. payments of dividends);
6. The options are European (e.g. cannot be exercised before the maturity date).

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