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The Black-Scholes-Merton formula for a European call option price is $C = S_0 N(d_1) - X e^{-rT} N(d_2)$. In this formula, $S_0$ is the current stock price, $X$ is the strike price, $r$ is the risk-free interest rate, $T$ is the time to maturity, $N(\cdot)$ is the cumulative distribution function of the standard normal distribution, and $d_1$ and $d_2$ are intermediate variables.

Conditions: The option is a European call option.; The underlying asset pays no dividends during the life of the option.

The Black-Scholes-Merton formula for a European call option price is $C = S_0 N(d_1) - X e^{-rT} N(d_2)$. In this formula, $S_0$ is the current stock price, $X$ is the strike price, $r$ is the risk-free interest rate, $T$ is the time to maturity, $N(\cdot)$ is the cumulative distribution function of the standard normal distribution, and $d_1$ and $d_2$ are intermediate variables.

Conditions: The option is a European call option.; The underlying asset pays no dividends during the life of the option.

No, you generally do not need to compute the values of the standard normal cumulative distribution function $N(d_1)$ and $N(d_2)$ yourself. In typical exams or exercises, these values are usually provided directly, or you are allowed to simply write the expression containing $N(d)$ without computing the final numerical result.

Conditions: The context is standard exams or practice problems for option pricing.; The problem requires evaluating the Black-Scholes-Merton formula.

No, you generally do not need to compute the values of the standard normal cumulative distribution function $N(d_1)$ and $N(d_2)$ yourself. In typical exams or exercises, these values are usually provided directly, or you are allowed to simply write the expression containing $N(d)$ without computing the final numerical result.

Conditions: The context is standard exams or practice problems for option pricing.; The problem requires evaluating the Black-Scholes-Merton formula.