In the Hull-White model, a = 0.08 and = 0.01. Calculate the price of a one-year

Question:

In the Hull-White model, a = 0.08 and σ = 0.01. Calculate the price of a one-year European call option on a zero-coupon bond that will mature in five years when the term structure is flat at 10%, the principal of the bond is $100, and the strike price is $68.

Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity.