Call options with a strike price of $$105\mathrm{.}00$ and an expiration of two months were written when the

underlying stock was trading at $$107\mathrm{.}00.$ Over the following month, the underlying stock volatility was

$47\mathrm{.}45\%$ even though the implied volatility remained constant at $36\mathrm{.}98\%.$ The continuously compounded risk

free rate is $3\mathrm{.}60\%.$ The options currently have one month until expiration and the underyling stock is now

trading at $$112\mathrm{.}95.$ What is the option's current market price?

Report your answer without a dollar sign to four decimal places.