In class we learned how to value simple call and put options using the Black Scholes Merton equations

call prem $=S_0{e}^{-qT}N(d_1)-x{e}^{-rT}N(d_2)$

put prem $=-S_0{e}^{-qT}N(-d_1)+x{e}^{-rT}N(-d_2)$

where $d_1=\frac{ln(\frac{S_0}{x})+((r-q+0\mathrm{.}5{}^2)T)}{\sqrt[\phantom{2}]{T}},d_2=d_1-\sqrt[\phantom{2}]{T},N(a)={\displaystyle \underset{-}{\overset{a}{}}}\frac{1}{\sqrt[\phantom{2}]{2}}{e}^{-0\mathrm{.}5z^2}dz$

Using the above formula, find the value of the ATM forward call premium when $S_0=$ $$100,q=0\%,T=1,=20\%$ and $N(0\mathrm{.}1)=0\mathrm{.}54$ without using any calculator.