Assume you have been given the following information on Purcell Industries
Current Stock Price= $15 Exercise Price Option=$15
Time to maturity of option=6 months Risk-free rate=6%
d2=.00000 d1=.24495
N(d2)=.50000 N(d1)=.59675
Using the Black-Scholes Option Pricing Model, what would be the value of the option?