The current price of a non$-$dividend$-$paying stock is $$58\mathrm{.}78$ and you expect the stock price to either go up by a factor of $1\mathrm{.}397$ or down by a factor of $0\mathrm{.}716$ over the next $0\mathrm{.}7$ years.

A European call option on the stock expires in $0\mathrm{.}7$ years. Its strike price is $$59.$ The risk$-$free rate is $7\%($annual$,$ continuously compounded$).$

What is the option exercise value if the stock price goes up$?$

What is the risk$-$neutral probability of an up movement?

What is the value of the option?