risk-free interest rate上升

=> stock price 上升

=> value of call option上升， value of put option下降

这样分析对吗？

risk-free rate goes up => required return for securities goes up => security price goes down => value of call goes down and value of put goes up.

??

According to my opinion

1 Think about Black-Scholes Model, p=SN(d1)-Ke(-rt)N(D2), the value of the call option will rise, pull option will decline,

2 and in the market, the price of the stock will decrease, so the time value of the call option will increase.

谢谢！