A stock currently trades for $130 per share. Call options on the stock are available with a strike price of $125. The options expire in 10 days. The annual risk free rate is 3% and the expected standard deviation is 0.35.

Find the exercise value of the call option. Round intermediate steps to four decimals and your final answer to two decimals. Do not use the dollar sign when entering your response.

Find the call premium using the Black-Scholes option pricing model (Assume 365 days per year). Round intermediate steps to four decimals and your final answer to two decimals.