Assume that the Black-Scholes framework holds. A gap call option on a stock has a trigger price of $115, a strike price of $100, and a time to expiration of 2 years. The stock currently trades for $105 per share and pays dividends with a continuously compounded annual yield of 0.05. The annual continuously compounded risk-free interest rate is 8%, and the relevant price volatility for the Black-Scholes formula is 0.3. Find the Black-Scholes price of this gap call.