Calculate the call option value (Vc) of a call option with Black-Scholes Option Pricing Model

Data:

Vc=Current value of the call option, P=current price of the underlying stock, $21

X=Exercise, or strike, price of the option, $18.5

K_RF=risk free interest rate, 6%

T=Time until the option expires (the option period)=1 year

²₌variance of the rate of return on the stock

=standard deviation of the rate of the return on the stock 0.376829

Ln(P/X)=national logarithm of P/X

=exponential function, 2.7183