Using the BSM Model, what is the price of a European call option on a non-dividend-paying stock when the stock price is $20, the strike price is $20, the risk-free interest rate is 5% per annum, the volatility is 50% per annum, and the time to maturity is one year? Please provide a numerical answer on a per share basis (i.e. enter 4.00 instead of $400).