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Value of the option

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Here is the following information about the Johnson 9-3 Technology:

Current stock price: 15
Time to maturity of option: 6 months
Variance of stock return=0.12
d2=0.00000
N(d2)= 0.50000

Strike price of option: 15
Risk-free rate: 6%
d1:0.24495
N(d1)=0.59675

Using the Black -Scholes Option Model, what would be the value of the option?

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The solution explains how to calculate the value of the option using the Black-Scholes model

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Current stock price: 15
Time to maturity of option: 6 months
Variance of stock return=0.12
d2=0.00000
N(d2)= 0.50000

Strike price of option: 15 ...

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