A trading firm has engaged in the sale of a European-style call option on stock JKJ. The option has a maturity period of 9 months, features a strike price of EUR 45, and is currently associated with an underlying asset price of EUR 67. Additionally, the implied annual volatility of the stock is 27%, and the annual risk-free interest rate stands at 2.5%. Based on this information, determine the credit exposure that the trading firm has to its counterparty due to this transaction.