Would like some help on a question I have already solved $,$ something just doesn't seem right with my values

So we are using the Black Scholes formula here and here are my variables and equations : For Australian Dollar, values are given as follows:

S $=0\mathrm{.}878$ CAD$/$AUD

K$=0\mathrm{.}894$ CAD$/$AUD

r$=1\mathrm{.}5\%$

t$=1$ year

$\backslash$sigma $=8\mathrm{.}25\%$

d$1=($ln$(0\mathrm{.}878/0\mathrm{.}894)+(0\mathrm{.}015+(0\mathrm{.}0825^2/2)*1)/0\mathrm{.}0825*1=0\mathrm{.}0042$

d$2=0\mathrm{.}0042-0\mathrm{.}0825*1=-0\mathrm{.}0783$

N$($d$1)=0\mathrm{.}0021$

N$($d$2)=0\mathrm{.}0196$

Plugging all values in : C $=0\mathrm{.}878*0\mathrm{.}0021-0\mathrm{.}0196*0\mathrm{.}894*$ e $^-0\mathrm{.}015*1$

Call option price premium for Australian Dollar $=-0\mathrm{.}0143$ CAD

assumptions made:

$-$N$($d$1)$ and N$($d$2)$ should be values between $0$ and $1$ so we use the absolute value here to get a positive value

$-$For finding N$($d$1)$ we assume that we just use d$1/2$ to find that value

$-$for finding N$($d$2)$ we assume that we juse use d$2/4$ to find that value

QUESTION : What is the call option price premium for foreign currency australian dollars given info above?