With probability 79.52%, the price of DAL (Delta Airlines) is $58.89. With the complement probability, the price

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With probability 79.52%, the price of DAL (Delta Airlines) is $58.89. With the complement probability, the price of Delta is $35.74. The price of Delta today is $48.22.

The CCIR is 2.37%. Warren Buffet just entered the following (exotic) call option written on Delta: If the price of Delta is above $50.97, he can buy 59 shares of Delta at a strike price $48 per share.

IF the price of Delta is below $50.97, nothing happens (i.e, the payoff is 0).

Using the replication method, What is the value of such call?