function [c, p] = BSMy(S,K,r,T, sigma)
%Computes European put and call option prices using a Black-Scholes model.

d1=(log(S/K)+(r+(sigma^2)/2)*T)/(sigma*sqrt(T));
d2=d1-(sigma*sqrt(T));

c=(S*normcdf(d1))-K*exp(-r*T)*normcdf(d2);

p=K*exp(-r*T)*normcdf(-d2)-S*normcdf(-d1);

end
% [Call, Put] = blsprice(100, 95, 0.1, 0.25, 0.5)