Question: If interest rates are expected to change as per the given tree, what is the price of a European call option written on a bond

If interest rates are expected to change as per the given tree, what is the price of a European call option written on a bond that will mature in the beginning of the 4th period? The bond has a Par of $100 and a per period coupon of 15%. The interest rates move up or down at each node with equal probability. The option has a Strike of $98 and will expire in three periods. (hoping to see the math, thanks, tree below:)

t=0	t=1	t=2	t=3	t=4
				20.81%
			17.20%
		14.22%		13.59%
	11.75%		11.23%
9.71%		9.28%		8.87%
	7.67%		7.33%
		6.06%		5.79%
			4.79%
				3.78%

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