Given the scenario where a company, CzC, plans to distribute a dividend of USD 0.50 per share one month from now and has no additional dividend plans for the coming year, what would be the value of a European-style 1-year call option on CzC's stock? The calculation should use the Black-Scholes-Merton (BSM) model and consider the following parameters: the current stock price is USD 40, the stock price volatility is 16% per year, the risk-free rate is 3% per year, the exercise price of the call option is USD 40, the value of N(d1) is 0.5750, and the value of N(d2) is 0.5116.