d1

Market Price (S) 60 Ln(S/E) 0.03

Exercise Price (E) 58 (r+1/2q2)*t 0.07
interest rate 3.50% SQRT of Q2*t 0.32
Time to maturity 1800 0.5
Variance 0.45 20.00% d1 0.321

d2
SQRT of Q2*t 0.32
d2 0.00

C
N(d1) 0.63
SN(d1) 37.55
N(d2) 0.50
e^-rt 0.98
Ee^-rt*N(d2) 28.60

C 8.95