Q) Today is time t=0. Determine the cost of the European Vanilla Call Option on an undelrying stock S which is worth S=1000 pence today. The strike price is E=1200 pence and the expiry date is T=1/2, r= 0.05, sigma = 0.25 (time is measured in years, r is per annum and sigma squared is per annum).
How can I find a better way of approximating this without using a statistics table?