A trader sells 100,000 European put options on A2B Australia Limited (A2B.AX) with a maturity of six months, and strike price 1.3500. The current stock price is 1.3500 per share, interest rate is 3.58% p.a. (continuously compounded), assume stock return volatility is 36% p.a. The trader wants to charge 25% more than the noarbitrage price. How much should the trader charge? Note: the no-arbitrage price in this case is the Black-Scholes price.