Option Pricing - Unable to obtain this value
It is a one year at-the-money option on a two year oil future (please note that this is the future price and not the spot)
Strike and Future Price = 21.21
Interest rate = 5%
Std.dev or implied volatility = 0.07082
The European call option price is being mentioned as 0.6981. No matter what I do, I can’t obtain this. I am using the Black Scholes model. Could someone please help?