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Suppose the price(premium) to pay for a European call option today at time t=0 on a stock is equal to the spot price S0 of

Suppose the price(premium) to pay for a European call option today at time t=0 on a stock is equal to the spot price S0 of the stock at time 0, i.e. C0=S0, where C0 denotes the premium of the call option. Suppose the strike price of the call option is K and the maturity is T>0.

Is there an arbitrage opportunity? if yes, explain in a few words how the arbitrage opportunity would look like.

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