Using two-step binomial method, you are trying to value a one-year call option with the strike price of $500. The reference stock is currently priced at $500 and will either increase by 15.19% or decrease by 13.19% in each six month period. The risk free is 0.5% for 6 months. The risk-neutral probability of the stock price increasing in six months is 0.4823. What is the call option value? (Answer should be rounded to the nearest cent.)