Use Python please:

Using the Black-Scholes method find the price of the call option at time t=0.

Use the following parameters: stock price at time t=0 is S = 8.5; strike price is K = 8;

annual rate of interest is r = 0.02; volatility is sigma= 0.2; expiry time is T = 1; space size

h = 0.0005; x = 1, x = 1; time step size is T/100.

(2). What is the price of the corresponding put option?

The topic is Financial Mathematics. Black Scholes PDE.