Before revision:  For the single-stock Black-Scholes market, Cover and Ordentlich (1998) only priced this derivative at time-0, giving C (S,0) =1+\sigmaT/(2\pi).
After revision:  For the single-stock Black-Scholes market, Cover and Ordentlich (1998) only priced this derivative at time-0, giving C _0 =1+\sigmaT/(2\pi).