The inputs for the Black$-$Scholes model are as follows: Current Stock Price $($S$)=$ $$13\mathrm{.}62$ Strike Price on the option $=$ $$15\mathrm{.}00$ Option life $=103/365=0\mathrm{.}2822$ Standard Deviation in ln$($stock prices$)=81\%$ Riskless rate $=4\mathrm{.}63\%$ N$($d$1)=0\mathrm{.}50798$ N$($d$2)=0\mathrm{.}3409$ Determine the value of the option.