Use Black-Scholes Option (European) Pricing Model. Suppose a stock is trading today for $142.07. Stock annual volatility is 23.50%, stock dividend yield is 1.54%. Suppose the annual risk-free rate is 1.22% and the option exercize price is $150.00. Option expires in 1.00 years (or 360 days).

What is the value of this Call option?

Enter your answer in the following format: 1.23

Hint 1: Answer is between 8.95 and 10.7;

Hint 2: N(d1) =0.4494.