You have the following information:

Stock price	$87.75
Strike price (X) of option	$92.50
Time to expiration	0.5	Fraction of one year until expiration
Risk free rate	2%	Annual rate
Volatility	50%	Volatility used to price the option

also provided the following:

Present value of strike (X)	$91.58
N(d1)	0.52231	= normsdist(d1)
N(d2)	0.38301	= normsdist(d2)
N(-d1)	0.47769	= normsdist(-d1)
N(-d2)	0.61699	= normsdist(-d2)

Based on the Black Scholes model, what is the value of this option if it is a CALL

Please answer fast. Thanks.