European digital option that pays a constant H. Assuming the risk free rate is constant. Please write down the price of this option, and explain how it's related to the Black-Scholes European call options.

Consider the European digital option that pays a constant H if the stock price is above strike pricex at maturity and zero otherwise. Assuming stock price 5 follows the following SDE under physical measure d?5 = pdt + ads, Assuming the risk-free rate is constantr. Please write down the price of this option and explain how it is related to the price of the standard BIack-Scholes European call option