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Assuming Google's stock has an implied volatility of 26.60%, use the Black-Scholes option pricing formula and the market data in the table below along with

Assuming Google's stock has an implied volatility of 26.60%, use the Black-Scholes option pricing formula and the market data in the table below along with a risk-free rate of 0.24% per annum, to calculate the value of the 800 January 2014 call call option. Use a 365-day year.

Calls bid ask open int
14 Jan 300 402.9 405.9 4
14 Jan 350 355.3 358 34
14 Jan 400 308.2 311.6 471
14 Jan 450 263 266.5 25
14 Jan 500 220.2 223.9 229
14 Jan 550 181 184.7 122
14 Jan 600 145.2 148.6 303
14 Jan 650 114.3 117.3 292
14 Jan 660 108.5 111.6 63
14 Jan 680 97.8 101.7 91
14 Jan 700 87.6 91 508

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