John is learning to calculate the value of an option using the Black Scholes Model. He is evaluating an option on NFLX with a strike price of $$520$ and the expiration date is $78$ days from today. The underlying stock $($NFLX$)$ is trading at $$589$ today and the risk$-$free rate is $5\%.$ The volatility of NFLX stocks is $0\mathrm{.}21.$

He knows that the first step is to calculate d$1.$ What is the value of d$1$ for this option?

Please show calculations via Excel or a standard calculator.