What is the value of a call option if the underlying stock price is $$68,$ the strike price is $$70,$ the underlying stock volatility is $32$ percent, and the risk$-$free rate is $4\mathrm{.}2$ percent? Assume the option has $138$ days to expiration. $($Use $365$ days in a year. Do not round intermediate calculations. Round your answer to $2$ decimal places.$)$