Call options with an exercise price of $125 and one year to expiration are available. The market price of the underlying stock is currently $120, but this market price is expected to either decrease to $110 or increase to $130 in a year's time. Assume the risk-free rate is 6%. What is the value of the option? (Do not round intermediate calculations. Round the final answer to 2 decimal places. Omit any commas and the $ sign in your response. For example, an answer of $1,000.50 should be entered as 1000.50.)