The volatility of a non-dividend-paying asset is currently 3% per annum. The price of this asset is currently 100.70 and the risk-free interest rate is 2.46% per annum with continuous compounding. Options on this asset are offered in the market. The underlying asset can be assumed to be infinite lived. Consider a European call option with a strike price equal to 99.6 and remaining time to maturity equal to 15 months. Using the continuous-time framework of Black-Scholes and Merton compute the risk-neutral probability of this option not being exercised at maturity. Express your result as a number in the range from 0 to 1 and round your result to the fourth decimal.