Assume that you have been given the following information on Purcell Corporation's call options:

Inputs Intermediate Calculations

Current stock price $=$ $$15$ d$1=0\mathrm{.}56991$

Time to maturity of option $=3$ months d$2=0\mathrm{.}38964$

Variance of stock return $=0\mathrm{.}13$ N$($d$1)=0\mathrm{.}71563$

Strike price of option $=$ $$14$ N$($d$2)=0\mathrm{.}65160$

Risk$-$free rate $=7\%$

According to the Black$-$Scholes option pricing model, what is the option's value? Do not round intermediate calculations. Round your answer to the nearest cent. Use only the values provided in the problem statement for your calculations.