Where didi I go wrong?

On March 18^th at 2:42 PM, Google was priced at $1,064. A call option with an expiration date on April 24^th had a strike price of $1,050. The bid price on the call option was $114.3. The Ask Price was $124. Implied volatility (Standard Deviation) was 0.8179. The risk-free rate on a one-month treasury according to treasury.gov is 0.12%. What would the Black-Scholes-Merton Model estimate this call option to be worth?

D1 = ln(( 1064/1050) + (.12 + .8179^2/2)* .066667)) / .8179 * .066667^.5 = .01348203

D2 = D1 - .8179 * .066667^ .5 = -.1976994

N(D1) normsdist(.01348203) = .50537839

N(D2) = normdist(-.1976994)= .42164013

C =1064 * .50537839 1050 * exp^(-.12*.066667) * .42164013 = 98.528

Right answer =14.084