I'm wondering how to calculate this part? Please show me the steps.

This is from Finance (Derivative Securities) class

Exercise 33 Consider a non-dividend paying stock that trades today for 109. The risk-free rate is 8.0% per year and the volatility of the stock is 73% per year. Compute the price of a cash-or-nothing option that pays $100 if the stock price is above $99 in a year from now, and zero otherwise. Solution to Exercise 33 = 0.6064, = In(109/99) + (0.08 +0.5 x 0.73) x (12/12) di 0.73V 12/12 d2 = 0.6064 0.73/12/12 = -0.1236. Therefore, Cash-or-nothing = 100e -0.08x(12/12 0(-0.1236) = 41.62