ABC stock has price $71.40 at noon, and currently pays no dividend. Consider the six-month European-style call on ABC stock with strike price $75. Interest rates are zero. The call has price = 4.55, delta = 0.45, theta = 6.00/year, gamma = .026, vega = 20.0, and implied (annualized) stock volatility 30%.

Suppose that you believe that (in contrast to the rest of the market), over the next six months, the stock will have (annualized) volatility 35%. (Assuming that you are correct,) what is the call option actually worth today (with six months of option life remaining)?