PLEASE EXPLAIN HOW TO FIND THE CORRESPONDING N(d1) AND N(d2) VALUES IF d1 & d2 ARE NEGATIVE

Right now, the Chicago Board Options Exchange website shows that there is a European call option on Ford Motor Company stock that matures in exactly 120 days. The option has an exercise price of $25. Also at this moment, the continuously compounded annualized risk free rate is 2.00%. You believe that the volatility of Ford Motor Company stock is such that the standard deviation is 20 percent annually. The current price of Ford Motor Company stock is $22.00. Using the Black-Scholes formula, calculate the price of the call option described above