In June an investor forms a spread by selling an ABC 50 Call with September expiration for $2.34/share, and purchasing an ABC 50 call with December expiration for $3.38/share. The investor plans to close out the time spread position in September at the time of the expiration of the September call option. The Black-Scholes value of an ABC 50 call option with six months until expiration is $1.24/share when ABC stock is trading at $45/share, and the Black-Scholes value of an ABC 50 call option with three months until expiration is $0.53/share when ABC is trading at $45/share. Assume option prices are equal to the corresponding Black-Scholes values. What is the profit/loss per share of the spread position, if ABC stock is trading at $45/share in September and the position is closed out?