Good day 2 u sir!
C0 = S0N(d1) - Xe-rTN(d2)
Where:
d1 = [ln(S0/X) + (r + σ2/2)T]/ σ √T
And:
d2 = d1 - σ √T
And where:
C0 = current option value
S0 = current stock price
N(d) = the probability that a random draw from a standard normal distribution will be less than (d).
X = exercise price
e = 2.71828, the base of the natural log function
r = risk-free interest rate (annualized continuously compounded rate on a safe asset with the same maturity as the expiration of the option; usually the money market rate for a maturity equal to the option’s maturity.)
T = time to option’s maturity, in years
ln = natural logarithm function
σ = standard deviation of the annualized continuously compounded rate of return on the stock