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TSLA stock price is currently at $600. The $700-strike European TSLA call option expiring on March 2021 has a delta of 0.43. N(d2) of the

TSLA stock price is currently at $600. The $700-strike European TSLA call option expiring on March 2021 has a delta of 0.43. N(d2) of the option is 0.28. Assume zero interest rate and no dividend. Compute the Black-Merton-Scholes value of the call option (round to 0.01).

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