Put options

The change in put option price will be greater for a decrease in price of the underlying equity compared to change in put option price for an increase in underlying equity of same magnitude

the above statement is true, but does this also apply to call options? And if so, how so and in which direction?

Yeah, there was just a topic posted about this. Call is the same but for an increase in price, delta will underestimate the change

So for call options – increase in the underlying asset price will result in greater change in price of call option compared to the change in call option price for a decrease in underlying asset price of the same magnitude?

both have convexity when the underlying moves in the direction to benefit them.

call goes up more on a move up in the stock than the put goes down for the same move.