The price of a share is \(\$ 25\), and after two months it will be \(\$ 23\) or \(\$ 27\). The risk-free interest rate is \(10 \%\) per year, continuously compounded. If \(S_{T}\) is the price of the share after two months, what is the value of an option with the same expiration date (i.e. two months) and payoff \(S_{T}^{2}\) ?