The current price of a non$-$dividend$-$paying stock is $$617$ and the annual standard deviation of the rate of return on the stock is $32\%.$

A European call option on the stock expires in $0\mathrm{.}5$ years. Its strike price is $$630.$

The risk$-$free rate is $2\%($continuously compounded$)$

What should be the price $($premium$)$ of the call option?