In the context of financial risk management, consider a trading firm that has entered into a transaction involving a European-style call option, specifically tied to stock JK. The crucial details of this option are as follows: it has a 9-month expiration period, a strike price set at EUR 45, an underlying asset price of EUR 67, and an implied annual volatility of 27%. Additionally, the annual risk-free interest rate is 2.5%. Based on this information, what is the credit exposure to the trading firm's counterparty from this transaction?