Before revision:   {\cal P}^*-price C for the stock's European call option expiring at T is also obtained. For "calm" stock prices, C coincides with the Black-Scholes-Merton price and confirms its universal validity without stock price modeling assumptions.
After revision:  {\cal P}^*-price C for the stock's European call option expiring at T is obtained. Among other results it is shown for "calm" stock prices, C coincides with the Black-Scholes-Merton price and confirms its universal validity without stock price modeling assumptions.