A stock is currently priced at $70 and has an annual standard deviation of 50 percent. The dividend yield of the stock is 2.7 percent and the risk-free rate is 1.9 percent. What is the value of a call option on the stock with a strike price of $67 and 75 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of a call option